TFRatioApprox: Approximation of the ratio of two F probabilities

In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

Description

This function returns an approximation of P(X \in E1)/P(X \in E2), where X is a central F random variable with df1, df2 degrees of freedom.

Usage

TFRatioApprox(df1, df2, E1, E2)

Arguments

df1, df2	degrees of freedom of the F random variable.
E1, E2	"Intervals" objects or matrices where rows represents a union of intervals with positive and finite endpoints.

Value

This function returns the value of the approximation.

References

Bryc, Wlodzimierz. "A uniform approximation to the right normal tail integral." Applied mathematics and computation 127.2 (2002): 365-374.

Peizer, David B., and John W. Pratt. "A normal approximation for binomial, F, beta, and other common, related tail probabilities, I." Journal of the American Statistical Association 63.324 (1968): 1416-1456.

shuxiaoc/outference documentation built on July 8, 2019, 8:30 p.m.