Home > wafo > wstats > wfstat.m

# wfstat

## PURPOSE

Mean and variance for the Snedecor's F distribution.

## SYNOPSIS

[m,v]= wfstat(a,c);

## DESCRIPTION

``` WFSTAT Mean and variance for the Snedecor's F distribution.

CALL:  [m,v] = wfstat(df1,df2)

m,  v   = the mean and variance, respectively
df1, df2 = degrees of freedom of the F distribution

Mean (m) and variance (v) for the F distribution is

m = df2/(df2-1)                  if df2>2
and
v=2*m^2*(df1+df2-2)/(df2-4)/df1  if df2>4

## CROSS-REFERENCE INFORMATION

This function calls:
 comnsize Check if all input arguments are either scalar or of common size. error Display message and abort function. nan Not-a-Number.
This function is called by:

## SOURCE CODE

```001 function [m,v]= wfstat(a,c);
002 %WFSTAT Mean and variance for the Snedecor's F distribution.
003 %
004 % CALL:  [m,v] = wfstat(df1,df2)
005 %
006 %   m,  v   = the mean and variance, respectively
007 %  df1, df2 = degrees of freedom of the F distribution
008 %
009 %  Mean (m) and variance (v) for the F distribution is
010 %
011 %      m = df2/(df2-1)                  if df2>2
012 % and
013 %      v=2*m^2*(df1+df2-2)/(df2-4)/df1  if df2>4
014 %
016
017
018 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
019 % and Life Span Models", Marcel Dekker.
020
021
022 % Tested on; Matlab 5.3
023 % History:
024 % by pab 23.10.2000
025
026 error(nargchk(2,2,nargin))
027 [errorcode, a, c] = comnsize(a,c);
028 if errorcode > 0
029     error('df1 and df2 must be of common size or scalar.');
030 end
031
032
033 %   Initialize Mean and Variance to zero.
034 m = zeros(size(a));
035 v = zeros(size(a));
036
037 ok = (a > 0 & floor(a)==a & c > 0 & floor(c)==c );
038 k = find(c>2 & ok);
039 if any(k)
040   m(k) = c(k)./(c(k)-2);
041 end
042
043 k = find(c>4 & ok);
044 if any(k)
045   m(k) = 2*m(k).^2.*(c(k)+a(k)-2)./(c(k)-4)./a(k);
046 end
047
048 k1 = find(~ok | c<=2);
049 if any(k1)
050   tmp = NaN;
051   m(k1) = tmp(ones(size(k1)));
052 end
053 k1 = find(~ok | c<=4);
054 if any(k1)
055   tmp = NaN;
056   v(k1) = tmp(ones(size(k1)));
057 end
058
059
060```

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

Comments or corrections to the WAFO group

Generated on Thu 06-Oct-2005 02:21:16 for WAFO by m2html © 2003