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XMSTAT returning wrong values for F distribution
01-22-2016, 05:34 PM (This post was last modified: 01-22-2016 05:37 PM by quantalume.)
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quantalume Offline
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XMSTAT returning wrong values for F distribution
It looks like FSCP doesn't work so well when both degrees of freedom are odd. I always use the standard test case of F(5;5,5)≈0.05 in order to check algorithms as it's easy to remember and impossible to get the argument order wrong. Also, accuracy of FSDF appears to be poor. Here's the output from an R session:

   
David Brunell
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