RANDF Generate F-Distributed Random Variable

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 = 
    0.5241    0.8414    0.4859    1.1266    0.4792    2.3743    2.9095    0.5825    0.4244 

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

ans = 
    0.3737    0.2363    1.5733    0.7003    1.1385    0.6337    0.4597    0.2691    0.5190