A Chi-Square Approximation for the <i>F</i>Distribution

• 作者: Augustine Wong L. Jiang
• 来源期刊: 统计学期刊(英文)
• 学科: 医学
• 关键词: Bartlett CORRECTION Homoscedasticity LIKELIHOOD Ratio Statistic One-Way ANOVA
• 年，卷（期）: 2018,（1）
• 页码范围: 146-158
• 页数: 13页
• 分类号: R73

摘要

F distribution is one of the most frequently used distributions in statistics. For example, it is used for testing: equality of variances of two independent normal distributions, equality of means in the one-way ANOVA setting, overall significance of a normal linear regression model, and so on. In this paper, a simple chi-square approximation for the cumulative distribution of the F-distribution is obtained via an adjusted log-likelihood ratio statistic. This new approximation exhibits remarkable accuracy even when the degrees of freedom of the F distribution are small.