An approximation of F distribution by binomial probabilities

E. Olusegun George and Karan P. Singh

Statistics & Probability Letters, 1987, vol. 5, issue 3, 169-173

Abstract: It is well known that the F distribution function can be expressed as an incomplete beta function. In particular when both degrees of freedom are even, the F distribution function may be simply expressed as a sum of binomial probabilities. In this note we consider the F distribution with at least one odd degree of freedom. By relating the F distribution to a generalized logistic distribution we obtain an approximation of the F distribution in terms of binomial probabilities. Because it is very close to the exact at the tails, the approximation is particularly suitable for estimating P-values of F ratio tests. All the computations involved can be carried out easily with only a hand calculator.

Keywords: generalized; logistic; distribution; P-values; approximations (search for similar items in EconPapers)
Date: 1987
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