Crossing properties of F distributions
The crossing properties of F distributions are discussed. The results show that the F distribution stochastically decreases in its denominator degrees of freedom if the numerator degrees of freedom m is either one or two, and the difference of two F distribution functions with the same numerator degrees of freedom m [greater-or-equal, slanted] 3 has number of sign changes of one. It is also shown that the upper percentile of Student t distribution decreases in its degrees of freedom.
Year of publication: |
1996
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Authors: | Mi, Jie |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 27.1996, 4, p. 289-294
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Publisher: |
Elsevier |
Keywords: | Number of sign changes Sign sequence F distribution t distribution |
Saved in:
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