Page 1 of 1
F-distribution
Posted: Mon Jun 20, 2011 11:07 am
by jolly
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?
Re: F-distribution
Posted: Mon Jun 20, 2011 11:22 am
by EViews Gareth
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).
Re: F-distribution
Posted: Mon Jun 20, 2011 11:35 am
by jolly
I don't know the right F-distribution formula which I should use here. An how to describe that null hypothesis is right..