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Student t Distribution up Interval Estimation

F Distribution

If V1 and V2 are two independent random variables having the Chi-Squared distributionwith m1

and m2 degrees of freedom respectively, then the following quantity follows an F distribution

with m1numerator degrees of freedom and m2denominator degrees of freedom, i.e., (m1, m 2)

degrees of freedom.

Here is a graph of the F distribution with (5, 2) degrees of freedom.

Problem

Find the 95thpercentile of the F distribution with (5, 2) degrees of freedom.

Solution

We apply the quantile function qf of the F distribution against the decimal value 0.95.

> qf(.95, df1=5, df2=2)

[1] 19.296

Answer

he 95th percentile of the F distribution with (5, 2) degrees of freedom is 19.296.

ags: Elementary Statistics with R F distribution probability distribution df

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