[SciPy-user] noncentral F distribution?

josef.pktd@gmai... josef.pktd@gmai...
Wed May 27 18:24:08 CDT 2009


On Wed, May 27, 2009 at 7:16 PM, Neal Becker <ndbecker2@gmail.com> wrote:
> Does scipy have non central F distribution?  (I need cdf for that)
>

>>> print scipy.stats.ncf.extradoc


Non-central F distribution

ncf.pdf(x,df1,df2,nc) = exp(nc/2 + nc*df1*x/(2*(df1*x+df2)))
                * df1**(df1/2) * df2**(df2/2) * x**(df1/2-1)
                * (df2+df1*x)**(-(df1+df2)/2)
                * gamma(df1/2)*gamma(1+df2/2)
                * L^{v1/2-1}^{v2/2}(-nc*v1*x/(2*(v1*x+v2)))
                / (B(v1/2, v2/2) * gamma((v1+v2)/2))
for df1, df2, nc > 0.

>>> scipy.stats.ncf.cdf
<bound method ncf_gen.cdf of <scipy.stats.distributions.ncf_gen object
at 0x021DDE90>>

note 3rd or 4th moments are wrong

Josef


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