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FreeMat
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Section: Random Number Generation
Generates random variables with an F-distribution. The general syntax for its use is
y = randf(n,m)
where n and m are vectors of the number of degrees of freedom in the numerator and denominator of the chi-square random variables whose ratio defines the statistic.
The statistic F_{n,m} is defined as the ratio of two chi-square random variables:
The PDF is given by
where B(a,b) is the beta function.
Here we use randf to generate some F-distributed random variables, and then again using the randchi function:
--> randf(5*ones(1,9),7)
ans =
Columns 1 to 7
0.5241 0.8414 0.4859 1.1266 0.4792 2.3743 2.9095
Columns 8 to 9
0.5825 0.4244
--> randchi(5*ones(1,9))./randchi(7*ones(1,9))
ans =
Columns 1 to 7
0.3737 0.2363 1.5733 0.7003 1.1385 0.6337 0.4597
Columns 8 to 9
0.2691 0.5190