The Generalized F Distribution

Donald E. Ramirez

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Abstract

This paper discusses an algorithm for computing the cumulative distribution function cdf for the generalized F distribution and the companion Fortran77 code GENF. Examples of such distributions are the Cook's DI statistics and the Hotelling's T test when the covariance is misspecified.

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Published:
Apr 20, 2000
DOI:
10.18637/jss.v005.i01