[R] Equation au Fisher Law

[Thomas W Blackwell]

Let  X  be the ratio of independent chi-squared random variables
having k1 and k2 degrees of freedom.  (k1 = numerator, k2 = denominator).
Then  X  has density ... (this will take three lines to type out)

  dF(X)	= [ Gamma((k1 + k2)/2) / (Gamma(k1/2) * Gamma(k2/2)) ]

	* (k1/k2)^(k1/2) * X^((k1/2) - 1)

	* (1 + X * (k1/k2))^-((k1 + k2)/2) * dX

My source is:
Samuel S. Wilks.  Mathematical Statistics.
Wiley, 1962.  equation (7.8.9), p. 186.  q.v.

Probably Google would turn up the same result.

HTH  -  tom blackwell  -  u michigan medical school  -  ann arbor  -

On Wed, 9 Apr 2003, Poizot Emmanuel wrote:

> Hello,
> I would like to know the equation of Fisher law.
> Does any body can identicate me where to find it ?
> Thanks
> --
> Cordialy
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> Emmanuel POIZOT
> Cnam/Intechmer
> Digue de Collignon
> 50110 Tourlaville
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