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An approximation of F distribution by binomial probabilities

Author

Listed:
  • George, E. Olusegun
  • Singh, Karan P.

Abstract

It is well known that the F distribution function can be expressed as an incomplete beta function. In particular when both degrees of freedom are even, the F distribution function may be simply expressed as a sum of binomial probabilities. In this note we consider the F distribution with at least one odd degree of freedom. By relating the F distribution to a generalized logistic distribution we obtain an approximation of the F distribution in terms of binomial probabilities. Because it is very close to the exact at the tails, the approximation is particularly suitable for estimating P-values of F ratio tests. All the computations involved can be carried out easily with only a hand calculator.

Suggested Citation

  • George, E. Olusegun & Singh, Karan P., 1987. "An approximation of F distribution by binomial probabilities," Statistics & Probability Letters, Elsevier, vol. 5(3), pages 169-173, April.
    • Handle: RePEc:eee:stapro:v:5:y:1987:i:3:p:169-173
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