udf function

UNU.RAN object for F distribution

Create UNU.RAN object for an F distribution with mean with df1 and df2 degrees of freedom.

[Distribution] -- F.

udf(df1, df2, lb=0, ub=Inf)

Arguments

• df1, df2: (strictly positive) degrees of freedom. Non-integer values allowed.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The F distribution with df1 = $n1$ and df2 =

$n2$ degrees of freedom has density

for $x > 0$.

The domain of the distribution can be truncated to the interval (lb,ub).

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 27, p. 332

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Examples

## Create distribution object for F distribution
distr <- udf(df1=3,df2=6)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)