6895487 plotcxxcy1y2pch xlabxylabdensity maina

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Unformatted text preview: ")), expression(paste(F[list(3,26)](10)," density"))), lty=1:2, col=c("blue","red"), lwd=2) qf(.95,3,26) 2.975154 1-pf(qf(.95,3,26),3,26,10) 0.6895487 plot(c(x,x),c(y1,y2),pch=" ", xlab="x",ylab="Density", main="A Comparison of Central and Non-Central F Densities") lines(x,y1,col="blue",lwd=2) lines(x,y2,lty=2, col="red",lwd=2) lines(x,df(x,3,36,15),lty=3, col="black", lwd=2) legend(6,.6, c(expression(paste(F[list(3,26)]," density")), expression(paste(F[list(3,26)](10)," density")), expression(paste(F[list(3,26)](15)," density"))), lty=1:3, col=c("blue","red","black"), lwd=2) 1-pf(qf(.95,3,26),3,26,15) 0.8675232 Interpretation of the Noncentrality Parameter The noncentrality parameter δ2 = (Cβ − d) [C(X X)− C ] σ2 −1 (Cβ − d) quantifies the discrepancy between Cβ and d with respect to ˆ Var(Cβ ) = σ 2 C(X X)− C . Copyright c 2012 (Iowa State University) Statistics 511 3 / 10 All else being equal, the noncent...
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This document was uploaded on 03/27/2014.

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