statsmodels.stats.oneway.confint_noncentrality¶

statsmodels.stats.oneway.confint_noncentrality(f_stat, df, alpha=0.05, alternative='two-sided')[source]¶

Confidence interval for noncentrality parameter in F-test

This does not yet handle non-negativity constraint on nc. Currently only two-sided alternative is supported.

Parameters:¶

f_stat : float¶

df : tuple¶

degrees of freedom df = (df1, df2) where

df1 : numerator degrees of freedom, number of constraints
df2 : denominator degrees of freedom, df_resid

alpha : float, default 0.05¶

alternative : {"two-sided"}¶

Other alternatives have not been implements.

Returns:¶

The end point of the confidence interval.

Return type:¶

float

Notes

The algorithm inverts the cdf of the noncentral F distribution with respect to the noncentrality parameters. See Steiger 2004 and references cited in it.

References