F 分布とは
F分布とは、確率変数
F分布は
F分布のグラフは自由度
F 分布の期待値と分散
F分布
F 分布表(上側)
F分布はパラメータが
1 | 2 | 3 | 4 | 5 | 6 | 7 | |
---|---|---|---|---|---|---|---|
1 | 161.448 | 199.500 | 215.707 | 224.583 | 230.162 | 233.986 | 236.768 |
2 | 18.513 | 19.000 | 19.164 | 19.247 | 19.296 | 19.330 | 19.353 |
3 | 10.128 | 9.552 | 9.277 | 9.117 | 9.013 | 8.941 | 8.887 |
4 | 7.709 | 6.944 | 6.591 | 6.388 | 6.256 | 6.163 | 6.094 |
5 | 6.608 | 5.786 | 5.409 | 5.192 | 5.050 | 4.950 | 4.876 |
10 | 4.965 | 4.103 | 3.708 | 3.478 | 3.326 | 3.217 | 3.135 |
15 | 4.543 | 3.682 | 3.287 | 3.056 | 2.901 | 2.790 | 2.707 |
20 | 4.351 | 3.493 | 3.098 | 2.866 | 2.711 | 2.599 | 2.514 |
例えば、
Python コード
以下にF分布の描画で使用したPythonコードを示します。
from scipy import stats
import matplotlib.pyplot as plt
import numpy as np
plt.style.use('ggplot')
fig, ax = plt.subplots(facecolor="w", figsize=(10, 5))
x = np.linspace(0.000001, 10, 1000) # X axis
f_df = [(5,5), (5,10), (5,20), (10,5), (20,5), (10,10), (20,20)] # degree of freedom of F(m,n)
for i in range(len(f_df)):
y = stats.f.pdf(x, f_df[i][0], f_df[i][1])
ax.plot(x, y, linestyle='-', label=f'F({f_df[i][0]}, {f_df[i][1]})', lw=5, alpha=0.5)
plt.xlim(0, 5)
plt.ylim(0, 1.0)
plt.legend()
plt.show()
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