R help - Aug 2007 - R and excell differences in calculation F distributionfunction

R-help,

I'm trying to work out the density function by doing:
> df(5.22245, 3, 22)
[1] 0.005896862
> df(15.20675, 6, 4)
[1] 0.001223825


In excell the result is :

0.0071060464 <*>   FDIST(5.22245,3,22) 

0.0100001406 <-->   FDIST(15.20675,6,4)

>From my point of view the differences in the second case
are substantial.

Can anyone give me a hint on this?

Thanks in advance
 






----------------------------------------------------------------
Luis Ridao Cruz
Faroese Fisheries Laboratory
N?at?n 1, P.O. Box 3051
FR-110 T?rshavn
Faroe Islands
Tel : (+298) 353900, Tel (direct) : (+298) 353912
Mob.:(+298) 580800, Fax: : (+298) 353901
E-mail: luisr at frs.fo

I think you'll have to compare FDIST to pf() and not df()



Best regards

Frede Aakmann T?gersen
Scientist


UNIVERSITY OF AARHUS
Faculty of Agricultural Sciences
Dept. of Genetics and Biotechnology
Blichers All? 20, P.O. BOX 50
DK-8830 Tjele

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> -----Oprindelig meddelelse-----
> Fra: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] P? vegne af Luis Ridao Cruz
> Sendt: 7. august 2007 12:27
> Til: r-help at stat.math.ethz.ch
> Emne: [R] R and excell differences in calculation F 
> distributionfunction
> 
> R-help,
> 
> I'm trying to work out the density function by doing:
> 
> > df(5.22245, 3, 22)
> [1] 0.005896862
> 
> > df(15.20675, 6, 4)
> [1] 0.001223825
> 
> 
> In excell the result is :
> 
> 0.0071060464 <*>   FDIST(5.22245,3,22) 
> 
> 0.0100001406 <-->   FDIST(15.20675,6,4)
> 
> 
> >From my point of view the differences in the second case
> are substantial.
> 
> Can anyone give me a hint on this?
> 
> Thanks in advance
>  
> 
> 
> 
> 
> 
> 
> ----------------------------------------------------------------
> Luis Ridao Cruz
> Faroese Fisheries Laboratory
> N?at?n 1, P.O. Box 3051
> FR-110 T?rshavn
> Faroe Islands
> Tel : (+298) 353900, Tel (direct) : (+298) 353912
> Mob.:(+298) 580800, Fax: : (+298) 353901
> E-mail: luisr at frs.fo
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

On 07-Aug-07 10:27:06, Luis Ridao Cruz wrote:
> R-help,
> 
> I'm trying to work out the density function by doing:
> 
>> df(5.22245, 3, 22)
> [1] 0.005896862
> 
>> df(15.20675, 6, 4)
> [1] 0.001223825
> 
> 
> In excell the result is :
> 
> 0.0071060464 <*>   FDIST(5.22245,3,22) 
> 
> 0.0100001406 <-->   FDIST(15.20675,6,4)
> 
> 
>>From my point of view the differences in the second case
> are substantial.
> 
> Can anyone give me a hint on this?
> 
> Thanks in advance
It would seem that Excel is giving you the upper tail  of the
F-distribution (cumulative distribution, not density), i.e.
what R would calculate as

pf(5.22245,3,22,lower.tail=FALSE)
[1] 0.007106046

pf(15.20675,6,4,lower.tail=FALSE)
[1] 0.01000014

so in effect using "pf" rather than "df". If you want the
density function (corresponding to "df") from Excel, then
that's not something I know how to do (nor want to know ... ).

Best wishes,
Ted.

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E-Mail: (Ted Harding) <ted.harding at nessie.mcc.ac.uk>
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Date: 07-Aug-07                                       Time: 11:47:52
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