FreeMat: RANDF Generate F-Distributed Random Variable

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RANDF Generate F-Distributed Random Variable

Section: Random Number Generation

# Usage

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.

# Internals

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.

# Example

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