累积分布函数为:[img]http://upload.wikimedia.org/math/4/e/d/4ed4062d18cd21c3910145c1172b9038.png[/img]
I是不完全Beta函数。
结果如下:
[img]http://dl2.iteye.com/upload/attachment/0103/5008/ec22258e-9464-3ead-9fa0-9707ae1b25b9.png[/img]
I是不完全Beta函数。
set.seed(1000)
x<-seq(0,5,length.out=1000)
y<-df(x,1,1,0)
plot(x,y,col="red",xlim=c(0,5),ylim=c(0,1),type='l',
xaxs="i", yaxs="i",ylab='density',xlab='',
main="The F Cumulative Distribution Function")
lines(x,pf(x,1,1,2),col="green")
lines(x,pf(x,2,2,2),col="blue")
lines(x,pf(x,2,4,4),col="orange")
legend("topright",legend=paste("df1=",c(1,1,2,2),"df2=",c(1,1,2,4)," ncp=", c(0,2,2,4)), lwd=1, col=c("red", "green","blue","orange"))
结果如下:
[img]http://dl2.iteye.com/upload/attachment/0103/5008/ec22258e-9464-3ead-9fa0-9707ae1b25b9.png[/img]