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The log F: A Distribution for All Seasons

Author

Listed:
  • Barry W. Brown

    (University of Texas M. D. Anderson Cancer Center)

  • Floyd M. Spears

    (University of Houston-Clear Lake)

  • Lawrence B. Levy

    (University of Texas M. D. Anderson Cancer Center)

Abstract

Summary Families of parametric models are widely used to summarize data, to obtain predictions, assess goodness of fit, to estimate functions of the data not easily derived directly, and to render manageable random effects. The trustworthiness of the results obtained depends on the generality of the parametric family employed. A very flexible set of statistical models based on the logarithm of an F variate was introduced over 20 years ago. It’s versatility appears to be little appreciated by the statistical community. We try to convince readers that this family belongs in the tool box of all applied statisticians and that it should be one of the first tools used in data exploration. We present examples that cover a variety of statistical functions and application areas, and we offer freely available computer code.

Suggested Citation

  • Barry W. Brown & Floyd M. Spears & Lawrence B. Levy, 2002. "The log F: A Distribution for All Seasons," Computational Statistics, Springer, vol. 17(1), pages 47-58, March.
    • Handle: RePEc:spr:compst:v:17:y:2002:i:1:d:10.1007_s001800200098
    DOI: 10.1007/s001800200098
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    Cited by:

    1. Ahmed Hurairah, 2011. "The beta Pareto distribution," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 12(1), pages 97-114, August.
    2. Arifatus Solikhah & Heri Kuswanto & Nur Iriawan & Kartika Fithriasari, 2021. "Fisher’s z Distribution-Based Mixture Autoregressive Model," Econometrics, MDPI, vol. 9(3), pages 1-35, June.

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