F Distribution

Parameters

- degrees of freedom #1 (positive integer)

- degrees of freedom #2 (positive integer)

Domain

Probability Density Function

Cumulative Distribution Function

where , is the Beta Function, and is the Regularized Incomplete Beta Function.

Note

Since this distribution is rarely used for modelling applications, it is provided for reference only, and cannot be fitted to data.

Worksheet and VBA Functions

The following worksheet and VBA functions are available for this distribution:

Description VBA Functions Worksheet Functions

Probability Density Function FPdf(x,nu1,nu2) =FPdf(nu1;nu2) =DistPdf("F(nu1;nu2)";x)

Cumulative Distribution Function FCdf(x,nu1,nu2) =FCdf(nu1;nu2) =DistCdf("F(nu1;nu2)";x)

Survival Function FSurv(x,nu1,nu2) =DistSurv("F(nu1;nu2)";x)

Hazard Function FHaz(x,nu1,nu2) =FHaz(nu1;nu2) =DistHaz("F(nu1;nu2)";x)

Cumulative Hazard Function FCumHaz(x,nu1,nu2) =DistCumHaz("F(nu1;nu2)";x)

Inverse CDF (Quantile Function) FInv(P,nu1,nu2) =FInv(nu1;nu2) =DistInv("F(nu1;nu2)";P)

Random Numbers FRand(nu1,nu2) =FRand(nu1;nu2) =DistRand("F(nu1;nu2)")

Mode FMode(nu1,nu2) =DistMode("F(nu1;nu2)")

Mean FMean(nu1,nu2) =FMean(nu1;nu2) =DistMean("F(nu1;nu2)")

Variance FVar(nu1,nu2) =FVar(nu1;nu2) =DistVar("F(nu1;nu2)")

Standard Deviation FStdev(nu1,nu2) =FStdev(nu1;nu2) =DistStdev("F(nu1;nu2)")

Skewness FSkew(nu1,nu2) =DistSkew("F(nu1;nu2)")

(Excess) Kurtosis FKurt(nu1,nu2) =DistKurt("F(nu1;nu2)")