The Generalized F Distribution

Donald E. Ramirez

Journal of Statistical Software, 2000, vol. 005, issue i01

Abstract: This paper discusses an algorithm for computing the cumulative distribution function cdf for the generalized F distribution and the companion Fortran77 code GENF. Examples of such distributions are the Cook's DI statistics and the Hotelling's T test when the covariance is misspecified.

Date: 2000-04-20
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:005:i01

DOI: 10.18637/jss.v005.i01

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