Crossing properties of F distributions

Jie Mi

Statistics & Probability Letters, 1996, vol. 27, issue 4, 289-294

Abstract: The crossing properties of F distributions are discussed. The results show that the F distribution stochastically decreases in its denominator degrees of freedom if the numerator degrees of freedom m is either one or two, and the difference of two F distribution functions with the same numerator degrees of freedom m [greater-or-equal, slanted] 3 has number of sign changes of one. It is also shown that the upper percentile of Student t distribution decreases in its degrees of freedom.

Keywords: Number; of; sign; changes; Sign; sequence; F; distribution; t; distribution (search for similar items in EconPapers)
Date: 1996
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