# FDist {stats}

The F Distribution
Package:
stats
Version:
R 3.0.2

### Description

Density, distribution function, quantile function and random generation for the F distribution with `df1` and `df2` degrees of freedom (and optional non-centrality parameter `ncp`).

### Usage

```df(x, df1, df2, ncp, log = FALSE)
pf(q, df1, df2, ncp, lower.tail = TRUE, log.p = FALSE)
qf(p, df1, df2, ncp, lower.tail = TRUE, log.p = FALSE)
rf(n, df1, df2, ncp)
```

### Arguments

x, q
vector of quantiles.
p
vector of probabilities.
n
number of observations. If `length(n) > 1`, the length is taken to be the number required.
df1, df2
degrees of freedom. `Inf` is allowed.
ncp
non-centrality parameter. If omitted the central F is assumed.
log, log.p
logical; if TRUE, probabilities p are given as log(p).
lower.tail
logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

### Details

The F distribution with `df1 =` n1 and `df2 =` n2 degrees of freedom has density for x > 0.

It is the distribution of the ratio of the mean squares of n1 and n2 independent standard normals, and hence of the ratio of two independent chi-squared variates each divided by its degrees of freedom. Since the ratio of a normal and the root mean-square of m independent normals has a Student's t_m distribution, the square of a t_m variate has a F distribution on 1 and m degrees of freedom.

The non-central F distribution is again the ratio of mean squares of independent normals of unit variance, but those in the numerator are allowed to have non-zero means and `ncp` is the sum of squares of the means. See Chisquare for further details on non-central distributions.

### Values

`df` gives the density, `pf` gives the distribution function `qf` gives the quantile function, and `rf` generates random deviates.

Invalid arguments will result in return value `NaN`, with a warning.

The length of the result is determined by `n` for `rf`, and is the maximum of the lengths of the numerical parameters for the other functions.

The numerical parameters other than `n` are recycled to the length of the result. Only the first elements of the logical parameters are used.

### References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, volume 2, chapters 27 and 30. Wiley, New York.

### Note

Supplying `ncp = 0` uses the algorithm for the non-central distribution, which is not the same algorithm used if `ncp` is omitted. This is to give consistent behaviour in extreme cases with values of `ncp` very near zero.

The code for non-zero `ncp` is principally intended to be used for moderate values of `ncp`: it will not be highly accurate, especially in the tails, for large values.

Distributions for other standard distributions, including `dchisq` for chi-squared and `dt` for Student's t distributions.

### Examples

```## Equivalence of pt(.,nu) with pf(.^2, 1,nu):
x <- seq(0.001, 5, len = 100)
nu <- 4
stopifnot(all.equal(2*pt(x,nu) - 1, pf(x^2, 1,nu)),
## upper tails:
all.equal(2*pt(x,     nu, lower=FALSE),
pf(x^2, 1,nu, lower=FALSE)))

## the density of the square of a t_m is 2*dt(x, m)/(2*x)
# check this is the same as the density of F_{1,m}
all.equal(df(x^2, 1, 5), dt(x, 5)/x)

## Identity:  qf(2*p - 1, 1, df)) == qt(p, df)^2)  for  p >= 1/2
p <- seq(1/2, .99, length = 50); df <- 10
rel.err <- function(x, y) ifelse(x == y, 0, abs(x-y)/mean(abs(c(x,y))))
quantile(rel.err(qf(2*p - 1, df1 = 1, df2 = df), qt(p, df)^2), .90)  # ~= 7e-9```

Documentation reproduced from R 3.0.2. License: GPL-2.