p value of f test
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hello i have a problem,whan i preform [p,table2h,stats] = anova1(arr) because my Fst is so big the Pvalue is zero.Obviously he can not be zero when i debuge the code and go to the workspace window and i open the variable p it's value is also zero!( I clicked twise on the cell containing the value zero but still value shown is zero)
moreover i make that xlswrite('axel.xlsx',p,'axel','G34:G34'); and whan i open the axel i saw zero
hwo can i recive the exactly value of Pvalue thank
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Tom Lane
2012년 6월 2일
This does not produce the exact result you desire, but it may be instructive. Suppose we compute the p-value for different F values. This is the upper tail of the F distribution, so we subtract the cdf from 1. We can do this okay for F=2, but we get zero for F=20 because the cdf is too close to 1 and the difference is less than eps:
>> 1-fcdf(2,6,145584)
ans =
0.0620
>> 1-fcdf(20,6,145584)
ans =
0
We can instead compute the p-value as the lower tail of 1/F and swapping the degrees of freedom. That allows us to achieve values less than eps:
>> fcdf(1/2,145584,6)
ans =
0.0620
>> fcdf(1/20,145584,6)
ans =
1.6677e-23
So if we use this technique to investigate values closer to 272, we find that we can get a non-zero value for F=200 but not F=272:
>> fcdf(1/200,145584,6)
ans =
5.5078e-255
>> fcdf(1/272,145584,6)
ans =
0
Maybe the result is less than realmin which is approximately 2e-308. If I plot the function on a semi-log plot, it looks like the result is close to 1e-340:
semilogy(200:272,fcdf(1./(200:272),145584,6))
Wayne King
2012년 6월 2일
If you use
>>format long
and display the p-value does it still say 0? What is your F value and what are the numerator and denominator degrees of freedom.
And more importantly is it really necessary to know the p-value exactly if it less than 10^{-8} or 10^{-9} just for sake of argument. Can't you just report something like p<10^{-9}?
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도움말 센터 및 File Exchange에서 F Distribution에 대해 자세히 알아보기
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