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F - distribution trouble

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F - distribution trouble

Hello everyone,

I have some trouble with a function dF(x, d1, d2). I would like to aquire this way p value from F distribution for a known sample with identified F value.

Number of independent variables: 2

Number of dependent variables: 1

Sample's size: 20

F value: 16.8833

I implemented data to formula: dF(16.8833,2,17) and got a result 3.064 *10^-5. But this is not correct for my needs, because the desired value is 9.15*10^-5.

When I calculate it in reverse way through formula qF(1-9.15*10^-5,2,17) I got 16.8833. Can you explain me what I am doing wrong?

1 ACCEPTED SOLUTION

Accepted Solutions

Re: F - distribution trouble

It may help if you would attach your worksheet.

You may also additionally consider explaining why you think that Mathcad's result is incorrect.

View solution in original post

4 REPLIES 4

Re: F - distribution trouble

It may help if you would attach your worksheet.

You may also additionally consider explaining why you think that Mathcad's result is incorrect.

View solution in original post

Re: F - distribution trouble

Maybe is correct, but this is not what I would like to get.

Mentioned formula qF calculates critical value from F - distribution for known level of confidence, what I would like to do is to find level of confidence with known critical value, so do it in a reverse fashion for multiple regression analysis (do not ask me why I do it step after step ). Presumably I messed something up with degreess of freedom. With t student everything was working in comply with scheme, which I presented above.

Re: F - distribution trouble

Shouldn't you rather user the cumulative probability pF() instead of the probability density dF()?

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Re: F - distribution trouble

Oo. Thanks

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