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relevance (version 2.1)

confintF: Confidence Interval for the Non-Central F and Chisquare Distribution

Description

Confidence Interval for the Non-Central F and Chisquare Distribution

Usage

confintF(f, df1, df2, testlevel = 0.05)

Value

vector of lower and upper limit of the confidence interval, or, if any of the arguments has length >1, matrix containing the intervals as rows.

Arguments

f

observed F value(s)

df1

degrees of freedom for the numerator of the F distribution

df2

degrees of freedom for the denominator of the F distribution

testlevel

level of the (two-sided) test that determines the confidence interval, 1 - confidence level

Author

Werner A. Stahel

Details

The confidence interval is calculated by solving the two implicit equations qf(f, df1, df2, x) = testlevel/2 and ... = 1 - testlevel/2. For f>100, the usual f +- standard error interval is used as a rather crude approximation.

A confidence interval for the non-centrality of the Chisquare distribution is obtained by setting df2 to Inf (the default) and f=x2/df1 if x2 is the observed Chisquare value.

See Also

Examples

Run this code
confintF(5, 3, 200)
## [1] 2.107 31.95
confintF(1:5, 5, 20)   ## lower limit is 0 for the first 3 f values

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