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SciPy

This is documentation for an old release of SciPy (version 0.19.0). Search for this page in the documentation of the latest stable release (version 1.15.1).

Fratio (or F) Distribution

Defined for x>0 . The distribution of (X1/X2)(ν2/ν1) if X1 is chi-squared with v1 degrees of freedom and X2 is chi-squared with v2 degrees of freedom.

f(x;ν1,ν2)=νν2/22νν1/21xν1/21(ν2+ν1x)(ν1+ν2)/2B(ν12,ν22)F(x;v1,v2)=I(ν12,ν22,ν2xν2+ν1x)G(q;ν1,ν2)=[ν2I1(ν1/2,ν2/2,q)ν1ν2]1.
μ=ν2ν22ν2>2μ2=2ν22(ν1+ν22)ν1(ν22)2(ν24)v2>4γ1=2(2ν1+ν22)ν262(ν24)ν1(ν1+ν22)ν2>6γ2=3[8+(ν26)γ21]2ν16ν2>8

Implementation: scipy.stats.f