numpy.random.mtrand.RandomState.noncentral_f

RandomState.noncentral_f(dfnum, dfden, nonc, size=None)

Draw samples from the noncentral F distribution.

Samples are drawn from an F distribution with specified parameters, dfnum (degrees of freedom in numerator) and dfden (degrees of freedom in denominator), where both parameters > 1. nonc is the non-centrality parameter.

Parameters:

dfnum : int

Parameter, should be > 1.

dfden : int

Parameter, should be > 1.

nonc : float

Parameter, should be >= 0.

size : int or tuple of ints

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn.

Returns:

samples : scalar or ndarray

Drawn samples.

Notes

When calculating the power of an experiment (power = probability of rejecting the null hypothesis when a specific alternative is true) the non-central F statistic becomes important. When the null hypothesis is true, the F statistic follows a central F distribution. When the null hypothesis is not true, then it follows a non-central F statistic.

References

Weisstein, Eric W. “Noncentral F-Distribution.” From MathWorld–A Wolfram Web Resource. http://mathworld.wolfram.com/NoncentralF-Distribution.html

Wikipedia, “Noncentral F distribution”, http://en.wikipedia.org/wiki/Noncentral_F-distribution

Examples

In a study, testing for a specific alternative to the null hypothesis requires use of the Noncentral F distribution. We need to calculate the area in the tail of the distribution that exceeds the value of the F distribution for the null hypothesis. We’ll plot the two probability distributions for comparison.

>>> dfnum = 3 # between group deg of freedom
>>> dfden = 20 # within groups degrees of freedom
>>> nonc = 3.0
>>> nc_vals = np.random.noncentral_f(dfnum, dfden, nonc, 1000000)
>>> NF = np.histogram(nc_vals, bins=50, normed=True)
>>> c_vals = np.random.f(dfnum, dfden, 1000000)
>>> F = np.histogram(c_vals, bins=50, normed=True)
>>> plt.plot(F[1][1:], F[0])
>>> plt.plot(NF[1][1:], NF[0])
>>> plt.show()