4 Jul 01:38
Bug in the F distribution?
Alan Jackson <alan <at> ajackson.org>
2009-07-03 23:38:01 GMT
2009-07-03 23:38:01 GMT
I either found a bug in the F distribution, or I'm really messed up. >From a table I find dfnum dfden F(P<.01) 10 10 4.85 11 10 4.78 11 11 4.46 10 11 4.54 So let's calculate the same quantities using numpy... import scipy.stats as stats import numpy as np In [89]: stats.scoreatpercentile(np.random.f(10,10,1000000), 99) Out[89]: 4.8575912131878365 In [90]: stats.scoreatpercentile(np.random.f(11,10,1000000), 99) Out[90]: 5.2721528315236501 In [91]: stats.scoreatpercentile(np.random.f(11,11,1000000), 99) Out[91]: 4.4695161332631841 In [92]: stats.scoreatpercentile(np.random.f(10,11,1000000), 99) Out[92]: 4.1229323443042674 So at 10,10 and 11,11 it works (maybe), but all the other values are clearly off. I tried re-running the example I put into the documentation last summer, which worked, and I don't get the right answer any longer. -- -- ----------------------------------------------------------------------- | Alan K. Jackson | To see a World in a Grain of Sand | | alan <at> ajackson.org | And a Heaven in a Wild Flower, | | www.ajackson.org | Hold Infinity in the palm of your hand | | Houston, Texas | And Eternity in an hour. - Blake | -----------------------------------------------------------------------
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