[Numpy-discussion] Bug in the F distribution?

Alan Jackson alan@ajackson....
Fri Jul 3 18:38:01 CDT 2009


I either found a bug in the F distribution, or I'm really messed up.

From a table I find

dfnum  dfden  F(P<.01)
10      10     4.85
11      10     4.78
11      11     4.46
10      11     4.54

So let's calculate the same quantities using numpy...

import scipy.stats as stats
import numpy as np
In [89]: stats.scoreatpercentile(np.random.f(10,10,1000000), 99)
Out[89]: 4.8575912131878365
In [90]: stats.scoreatpercentile(np.random.f(11,10,1000000), 99)
Out[90]: 5.2721528315236501
In [91]: stats.scoreatpercentile(np.random.f(11,11,1000000), 99)
Out[91]: 4.4695161332631841
In [92]: stats.scoreatpercentile(np.random.f(10,11,1000000), 99)
Out[92]: 4.1229323443042674


So at 10,10 and 11,11 it works (maybe), but all the other values are clearly
off. I tried re-running the example I put into the documentation last summer,
which worked, and I don't get the right answer any longer. 

-- 
-----------------------------------------------------------------------
| Alan K. Jackson            | To see a World in a Grain of Sand      |
| alan@ajackson.org          | And a Heaven in a Wild Flower,         |
| www.ajackson.org           | Hold Infinity in the palm of your hand |
| Houston, Texas             | And Eternity in an hour. - Blake       |
-----------------------------------------------------------------------


More information about the NumPy-Discussion mailing list