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.