#This is a quick look at the relation within the F-distribution # of values and areas looking to the left and to the right. # As pointed out in the web page, textbooks often present # tables of the F-distribution that only give critical # values for a few specified areas and then only give # those values for the specified areas to the right. # How then are textbook readers to find critical values # for areas to the left? # First, observe the following specific situation. # Consider the situation where our first # sample is of size 20 and has standard deviation # of s_1 = 6.249 while the second sample is of size 27 # and has a standard deviation of s_2=4.475. Now, look # at the ratio (s_1^2)/(s_2^2). s_1 <- 6.249 s_2 <- 4.475 ratio <- s_1^2 / s_2^2 ratio # What is the area to the right of # 1.95 for the situation where we have 19 degrees of # freedom in the numerator and 26 degrees of freedom # in the denominator? pf( 1.95, 19, 26, lower.tail=FALSE) # now, look at the area to the left of the reciprocal of # 1.95 with 26 degrees of freedom in the numerator and # 19 degrees of freedom in the denominator. pf( 1/1.95, 26, 19, lower.tail=TRUE) # This last computation reflects looking at the area to the # left of (s_2^2) / (s_1^2). Note the reversal of the degrees # of freedom. # Stated in general terms, the area to the right of a value # that we may call x with n_1 degrees of freedom in the # numerator and n_2 degrees of freedom in the denominator # is equal to the area to the left of 1/x for n_2 degrees of # freedom in the numerator and n_1 degrees of freedom in # denominator. # # That relationship allows textbooks to just publish tables # for critical values for given areas to the right. # Thus, if you need the critical value that has 5% to the left # of it for 31 and 43 degrees of freedom (numerator and # denominator) you first look up, in the table, the value # that has 5% to the right for 43 and 31 degrees of freedom. # Then, the critical value that you seek is just the # reciprocal of the value that you found in the table. # # we can do this in R c_val_right <- qf( 0.05, 43, 31, lower.tail=FALSE) c_val_right # this is the value we would get from the table c_val_left <- 1 / c_val_right c_val_left # this is the critical value we want # all of this is silly for us since we could get that # critical value by just using qf() qf(0.05, 31, 43 )