6 = distribution 2 af AP amd 2 AG amd Xi are two imcepenctont XX vareteles with my amd Na clegvecs of freedom respectively » then F- Atatishye 0 defined by 2 ny by (nam) An ifm | in ctheriwords, Fas olefinecl as the ratio of two simdefendent JE veniate| deviled | 2. le by tha respective cleprees of freedom and it j tows Snedecork|| ~dutvibudion with (ts m2)" degrees of fo lor with “probably lens i funclion is given b ad “| y Foe nl we PCS) (+ ME EO Derivation of Snedecor F- clistribution Since AP and 12 ane undefendent A> vartates uk n, and Ne we of freeslom , bo Hatx probability clifferential fumcecen os ee by os Fer 1 Peay ay aR CUT) = eee if CCC and . : : dit) = sgl OT GY ats on hen te, fovnt prete clef ferentral frumetion os geven by dF (AP Az) = ll (x7) AF (AL) 2 m4 . [ | a aia : I fa z | a [vom * Pay Po] | oo (APE AE/e 2 oe oP a we ) ate 0% (My AEP? Let us make the transfor mation _ Ay a afm Ten 7 a ame. Mak, = _ a FuL= Fu og, uso and = ne ho that Of Fa Kun toe and F—60 Bom E> 2, Bo 1 my} om yy tH r= Gh a [ ar 7 (™ae) PCE) % C+ ™ “+ 2 my Ss Gi)” a) . POE Be -») M2 "PCE ) f 4 Scanned with CamScannerTen -(3 ne Fe i (2 Me (+2) TH (My 2)(-FD ye = CO) aay Bees] Yoruance = He =H Cut 2) m > = (ex) ~ WMD =F) D n=2) | we = (ny=2)) i Na N Cr), us (Mg~2) © I Cay-2)* aA) [ [> yf annetand- Any? am Ona Ma (MM2~2Nj F2M—4-)—MYNE FEN MD | (M.- 2) a4) as @ Ta(M42) Ma 9 (M2=4) — O-2) n2( + W722) — UN M2 (72-4) | yO 24) "2 $4 I MC Na-2) (Ma-#) 2 - nF od MYM % (Maa) FEY 24%) _ 272 CutM-2) .2)* ( hy 2-2) (2-4) 4 Scanned with CamScannerjoo © | @) Plode Mode 1s that value of the variate for whick f(r) 48 maxtmunr, Ue, mode «s the detution of thp)yso and f(r) <0 ity clonuity function of > Of FS? Thon, we Know that the Prohobs F- distribution <3 given by yy = my ac FlF)= (#2 (FR) ACB RB) e c ae ow fF) = — &! (i+ Bp) ae Whee © us a Contant indep endemt of F- Taking dey. both tt Aicles tg fF) = partially differentiaking woyt ye + (Bde ~ C2 Myln 9) Fs then 2 bre | se TO = (bop ~ (Mgt) 1 (myo > CEE amy yy (arae HE) =o (1-2) meas) | 2 ES = ten a ROM INE) => (t%E) = Mn+) a (4-27 > > Be Ny = ™(Hm» Chay Ss npn) ie ae ee ol (=2) SB ACHM)~ nO) (2) > = = Et Muna = pif ten, Ca => £ = eye 72.(™~2) : 2 | mg) = Mode value Nate Scanned with CamScanner| i —— Joh © Featuves of [Link] Curve The clestributiongf F is snndefendont of he et Powamelon and cfends upon degre of pace ny and n,orly - M2, At Pete Ahaped ame of 7) 72 He F- ia is bell hoped The general Akepe cf Uke distribution f e CF-prateility vve) Relatien between t and F clistribution If a Ababishe + follows Sindent%s t-dlistribuben vak clegree of freedem ton t* fellows Snedecor 6 F-eistributien wih (1,7) egret of free dem . ryt i tity tin #5 Rin) Proof. Te Probabilety differential fumchion of F-clesbribubiin arth (7), 2) degrees of een ws gtven 7 a a ie erent "BCE ™)( (4 ey _ tke y=) man and t= F then 2tdt dF. Thus the frobabibity lif frcntin of F—distribudion transforms to doc (ae Ce sc we P+ 22) (ir (+ £e)2 _ 2 (te a Vi P (E72) (HEE SS B(L,2 vi P (422) Cre ” at = cece tu ae Ce yet [bob = mrp =) Whine K & a Gnstamt ie the total arca under He prevobitly Curve Sunce then unity . Scanned with CamScanner=n tand a] 4» ~2 ben o> —-E and b> then 0->% > 40 i J 7 at ede | = ae EP [: fn {% “Acn"6 CesNaclb = = ot [THT PE [2 . Scanned with CamScannerThe fore ’ joe bews WY = TB CER 2)! M4 Wheck ye Probabrbdy tif [[eventiol funclion of t-ditte- hulven wilh ote vee of fre edom p / Boros bonds to be clistyrbuted as 9? veruale with 7 Relat? fo Fand X * distvi bution yf ny thon yp degree of freedom Pacof Probability differential function of F=listribuben wh | On, a) clegree eeclom is given by 2) degree of fre ™ pron ty dG R= (RYE (re © PCB Bs) ME » GY (nye aa Cn yey g Be] : », (nyt Pgh Cr)” (ma) fe (EP 4 ) (ony eye er for¥s) / PF a n,->eo then ene prom. Oy eUE)® oa GCF) = Fe | = afi nn iin Vigne (n.y2! Pal | 9? nyseo a, Fon pum Ev factor fon epiatron 0 | nw gt P| © nypoo (ng yt Using vn approxtimedion on nd PE). I [% | ob Ont je Scanned with CamScannerfou @ gue Ore): Cyan) = cs Quay mem) mB Deen @) : Qe frem Auer Peter 1 fre equatien © Fe Xn dF = un Trevefe 7 -) (at eyes 7 owt (4)" 2) & jo = a ee ( fe a ~~ scanned with CamScanner_ ; fe ays * = er lx and frem the herd frector frrm equation O LO] before rey | «f(A pal - 10-32) foe = | tc sR 7 . 2, = @4k (Aince mF =") 7 Tare fore 4 oe 5 0K L fim dG(F) = = dx? x & a 2 Tyreo 2 [e i l ate “I i : = eg OF OP ye seen Wik ts the probability d t _ wt ny deguc e a. Sas ral fumetion oF xe ads tribebty pre Scanned with CamScanner