F-distribution

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jolly
Posts: 18
Joined: Mon Jun 20, 2011 10:52 am

F-distribution

Postby jolly » Mon Jun 20, 2011 11:07 am

Hello, I want to ask for help. I need to write a short program, which shows that F- criterion distribution, when the null hypothesis is true, goes to F(k-m, n-k) when degrees of freedom are increasing. How can I do it in Eviews?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: F-distribution

Postby EViews Gareth » Mon Jun 20, 2011 11:22 am

I'm not sure what you're asking, but you probably need the @CFDIST function, or the @DFDIST function. You can find both listed in the Command Reference (Chapter 10 - Statistical Distribution functions).

jolly
Posts: 18
Joined: Mon Jun 20, 2011 10:52 am

Re: F-distribution

Postby jolly » Mon Jun 20, 2011 11:35 am

I don't know the right F-distribution formula which I should use here. An how to describe that null hypothesis is right..


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