F(11,14)

Discussion in 'CT3' started by Neetu Verma, Oct 5, 2008.

  1. Neetu Verma

    Neetu Verma Member

    hi,
    any one tell me how to find the value of F(11,14) at 2.5%.
    actually ,i know that this is find by the interpolation of the following two values:
    F(10,14)=3.147 & F(12,14)=3.050
    but i am confuse ,how to interpotate these two value.
     
  2. PrakharS

    PrakharS Member

    A good question:
    i tried it this way:
    using F(10,14)= {X(10)/10}/{X(14)/14} where X denotes a chi-square distribution
    & denoting {X(14)/14} by k, we can say that

    P[{X(10)/10}/k >3.147]=0.025

    & P[{X(12)/12}/k >3.050]=0.025

    or P[X(10)>31.47k]=0.025
    & P[X(12)>36.6k]=0.025

    So to find F(11,14) at 2.5%, we need to interpolate between 31.47 and 36.6 and divide the result by 11.
    ie. (36.6-31.47)/2=2.565
    31.47+2.565=34.035
    34.035/11=3.094
     
  3. Neetu Verma

    Neetu Verma Member

    hi Prakhars,
    I agree with your explanation ,but the value of F(11,14)=3.12
     
  4. PrakharS

    PrakharS Member

    but i checked the value for 2.5% point of F(11,14) distribution on microsoft excel and got 3.094589791...
     
  5. Neetu Verma

    Neetu Verma Member

    u r right ,i also got 3.0945.
    But ,There is a question in the past paper of IAI( Institute of Actuaries of India). To find the 95%CI for variance ratio :
    s(1)^2=.85 s(2)^2=.98
    n(1)=12 & n(2)=15
    ( s(t)^2=sample variance & n(t)= sample size)
    in indicative solution, use value of F(11,14)=3.12
     

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