|Authors:||Donald E. Ramirez|
|Title:||The Generalized F Distribution|
|Abstract:||This paper discusses an algorithm for computing the cumulative distribution function cdf for the generalized F distribution and the companion Fortran77 code GENF. Examples of such distributions are the Cook's DI statistics and the Hotelling's T test when the covariance is misspecified.|
Page views:: 6855. Submitted: 1999-05-15. Published: 2000-04-20.
The Generalized F Distribution
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