How can I use truncate function for F distribution?

I need the truncated F inverse cumulative distribution function. But makedist function do not work for "F". So, how can I use truncate function for "F" distribution? Thanks

Answer 1

[Torsten]

n=100;
xu = rand(n);
xft = finv(fcdf(a,v1,v2)+xu*(fcdf(b,v1,v2)-fcdf(a,v1,v2)),v1,v2);

gives you n random numbers xft of the truncated F-distribution where

v1: numerator degrees of freedom
v2: denominator degrees of freedom
[a;b] : truncation interval.

Or to precisely answer your question:

The inverse cumulative distribution function of the truncated F-distribution finvt(x,v1,v2) is given by

finvt(x,v1,v2)=finv(fcdf(a,v1,v2)+x*(fcdf(b,v1,v2)-fcdf(a,v1,v2)),v1,v2)

Best wishes

Torsten.

[ati]

Thanks for your reply. However, by truncate I mean truncated probibilty distribution. See http://nl.mathworks.com/help/stats/prob.truncatabledistribution.truncate.html

[Torsten]

The F distribution is not in the list of distributions you can apply the "makedist" command to:

http://de.mathworks.com/help/stats/makedist.html

Thus, there is also no way to truncate it with the "truncate" command:

http://de.mathworks.com/help/stats/prob.truncatabledistribution.truncate.html

However, the F distribution is part of the statistics toolbox. The cumulated distribution (fcdf) and its inverse (finv) can be used. Combining them in the way

finvt(x,v1,v2)=finv(fcdf(a,v1,v2)+x*(fcdf(b,v1,v2)-fcdf(a,v1,v2)),v1,v2)

you get the inverse of the cumulated distribution of the truncated F distribution on the truncation interval [a;b].

And using it as

n=100;
xu = rand(n);
xft = finv(fcdf(a,v1,v2)+xu*(fcdf(b,v1,v2)-fcdf(a,v1,v2)),v1,v2);

you can generate random numbers of the truncated F distribution.

I guess this is your final aim, isn't it ?

Best wishes

Torsten.