Function Repository Resource:

FRatioCI

Source Notebook

Estimate the confidence interval based on an F-ratio distribution

Contributed by: Wolfram Research

ResourceFunction["FRatioCI"][ratio,n,m]

gives a confidence interval based on an F-ratio distribution with n and m degrees of freedom.

Details and Options

ResourceFunction["FRatioCI"][ratio,n,m] gives a confidence interval {min,max} for a ratio of variances estimated by ratio.
For confidence level α, min=ratio/q(1+α)/2 and max=ratio/q(1-α)/2 where qi is the ith quantile of an F-ratio distribution with n numerator and m
ResourceFunction["FRatioCI"] is the confidence interval for a ratio of population variances based on sample variances estimated from samples of size n+1 and m+1.
The following option can be given:
ConfidenceLevel0.95probability associated with a confidence interval

Examples

Basic Examples (1) 

A 95% confidence interval based on an F-ratio distribution:

In[1]:=
ResourceFunction["FRatioCI"][1, 10, 20]
Out[1]=

Options (1) 

ConfidenceLevel (1) 

A 99% confidence interval:

In[2]:=
ResourceFunction["FRatioCI"][1, 10, 20, ConfidenceLevel -> .99]
Out[2]=

Requirements

Wolfram Language 11.3 (March 2018) or above

Version History

  • 1.0.0 – 15 February 2019

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