### Name: FDist ### Title: The F Distribution ### Aliases: FDist df pf qf rf ### Keywords: distribution ### ** Examples ## the density of the square of a t_m is 2*dt(x, m)/(2*x) # check this is the same as the density of F_{1,m} x <- seq(0.001, 5, len=100) all.equal(df(x^2, 1, 5), dt(x, 5)/x) ## Identity: qf(2*p - 1, 1, df)) == qt(p, df)^2) for p >= 1/2 p <- seq(1/2, .99, length=50); df <- 10 rel.err <- function(x,y) ifelse(x==y,0, abs(x-y)/mean(abs(c(x,y)))) quantile(rel.err(qf(2*p - 1, df1=1, df2=df), qt(p, df)^2), .90)# ~= 7e-9