fstat

F mean and variance

Syntax

[M,V] = fstat(V1,V2)


Description

[M,V] = fstat(V1,V2) returns the mean of and variance for the F distribution with numerator degrees of freedom V1 and denominator degrees of freedom V2. V1 and V2 can be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size of M and V. A scalar input for V1 or V2 is expanded to a constant arrays with the same dimensions as the other input. V1 and V2 parameters must contain real positive values.

The mean of the F distribution for values of ν₂ greater than 2 is

$$\frac{{\nu }_2}{{\nu }_2-2}$$

The variance of the F distribution for values of ν₂ greater than 4 is

$$\frac{2{\nu }_2^2({\nu }_1+{\nu }_2-2)}{{\nu }_1{({\nu }_2-2)}^2({\nu }_2-4)}$$

The mean of the F distribution is undefined if ν₂ is less than 3. The variance is undefined for ν₂ less than 5.

Examples

fstat returns NaN when the mean and variance are undefined.

[m,v] = fstat(1:5,1:5)
m =
    NaN  NaN  3.0000  2.0000  1.6667
v =
    NaN  NaN  NaN  NaN  8.8889

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Version History

Introduced before R2006a