A METHOD FOR CALCULATION OF NON-CENTRAL F DISTRIBUTION PROBABILITIES.

Luiz Carlos BAIDA[1]

Antonio Francisco IEMMA2

José Antonio CORDEIRO[2]

§    ABSTRACT: Calculating percentual points of the non-central F distribution with good approximations is not an easy task when we use the existent tables and graph charts, In this paper we present a method for calculation of those points based on approximations of the first three moments of the non-central with the same moments of the central F distribution Tiku (1965), as well as some results calculated through a computer program that we developed and put at user's disposal. For our taste, the calculated percentual points for some values of the non centrality parameter, and some degrees of freedom, are good enough when compared with those in the Graybill (1961) and Tiku (1967) tables.

§    KEYWORDS: Non-central distribution points; F test power; type II error probability.

 



[1]Departamento de Ciências da Computação e Estatística - Instituto de Biociências, Letras e Ciências Exatas - UNESP - 15054-000 São José do Rio Preto - SP - Brasil.

[2] Departamento de Matemática e Estatística – ESALQ – USP – 13418-260 -Piracicaba – SP.