Section: Random Number Generation
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.
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.
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 8
1.1944 0.9069 0.7558 1.5029 0.0621 1.3860 1.8161 0.3755
Columns 9 to 9
3.5794
--> randchi(5*ones(1,9))./randchi(7*ones(1,9))
ans =
Columns 1 to 8
1.3085 1.2693 1.0684 0.4377 1.1158 0.7171 0.4151 1.8022
Columns 9 to 9
1.4606