RANDF Generate F-Distributed Random Variable

Section: Random Number Generation

Usage

Generates random variables with an F-distribution. The general syntax for its use is 
   y = randf(n,m)

where n and m are vectors of the number of degrees of freedom in the numerator and denominator of the chi-square random variables whose ratio defines the statistic.

Function Internals

The statistic F_{n,m} is defined as the ratio of two chi-square random variables:

The PDF is given by

where B(a,b) is the beta function.

Example

Here we use randf to generate some F-distributed random variables, and then again using the randchi function: 
--> randf(5*ones(1,9),7)

ans = 

 Columns 1 to 8

    1.1944    0.9069    0.7558    1.5029    0.0621    1.3860    1.8161    0.3755 

 Columns 9 to 9

    3.5794 

--> randchi(5*ones(1,9))./randchi(7*ones(1,9))

ans = 

 Columns 1 to 8

    1.3085    1.2693    1.0684    0.4377    1.1158    0.7171    0.4151    1.8022 

 Columns 9 to 9

    1.4606