fstat

F mean and variance

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Syntax

m = fstat(nu1,nu2)
[m,v] = fstat(nu1,nu2)

Description

m = fstat(nu1,nu2) returns the mean of the F distribution with nu1 numerator degrees of freedom and nu2 denominator degrees of freedom.

[m,v] = fstat(nu1,nu2) also returns the variance for the distribution.

example

Examples

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Open Live Script

Compute the mean and variance of an F distribution with nu1 numerator degrees of freedom and nu2 denominator degrees of freedom.

nu1 = 5;
nu2 = 10;
[mean,variance] = fstat(nu1,nu2)
mean = 
1.2500

variance = 
1.3542

Input Arguments

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Numerator degrees of freedom, specified as a positive scalar value or an array of positive scalar values. If both nu1 and nu2 are arrays, they must be the same size. If either nu1 or nu2 is a scalar, then fstat expands the scalar argument into a constant array of the same size as the other argument.

Data Types: single | double

Denominator degrees of freedom, specified as a positive scalar value or an array of positive scalar values. If both nu1 and nu2 are arrays, they must be the same size. If either nu1 or nu2 is a scalar, then fstat expands the scalar argument into a constant array of the same size as the other argument.

Data Types: single | double

Output Arguments

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Mean for the F distribution, returned as a numeric scalar or an array of numeric scalars. m is the same size as nu1 and nu2. Each element in m is the mean of the F distribution specified by the corresponding elements in nu1 and nu2. If nu1(i) or nu2(i) is less than or equal to zero, then m(i) is NaN.

The mean of the F distribution for values of ν2 greater than 2 is

ν2ν2−2

Variance for the F distribution, returned as a numeric scalar or an array of numeric scalars. v is the same size as nu1 and nu2. Each element in v is the variance of the F distribution specified by the corresponding elements in nu1 and nu2. If nu1(i) or nu2(i) is less than or equal to zero, then v(i) is NaN.

The variance of the F distribution for values of ν2 greater than 4 is

2ν22(ν1+ν2−2)ν1(ν2−2)2(ν2−4)

Extended Capabilities

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C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

Version History

Introduced before R2006a

See Also

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