[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.
--
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| Alan K. Jackson | To see a World in a Grain of Sand |
| alan@ajackson.org | And a Heaven in a Wild Flower, |
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