topic Re: Multivariate F-distribution in SAS/IML Software and Matrix Computations https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Multivariate-F-distribution/m-p/107937#M808 <HTML><HEAD></HEAD><BODY><P>Are you referring to the F approximations used in multivariate analysis of variance (MANOVA) ? </P></BODY></HTML> Sun, 14 Apr 2013 23:53:54 GMT PGStats 2013-04-14T23:53:54Z Multivariate F-distribution https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Multivariate-F-distribution/m-p/107935#M806 <HTML><HEAD></HEAD><BODY><P>I was wondering does SAS compute probability for multivariate F-distribution and if not is&nbsp; there approximation to it. Thanx in advance</P></BODY></HTML> Sun, 14 Apr 2013 19:17:10 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Multivariate-F-distribution/m-p/107935#M806 bibastat 2013-04-14T19:17:10Z Re: Multivariate F-distribution https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Multivariate-F-distribution/m-p/107936#M807 <HTML><HEAD></HEAD><BODY><P>Do you have a reference? I've never heard of this distribution. </P><P></P><P>No, SAS doesn't compute this in a built-in way. In general CDFs of multivariate functions are quite challenging, since they involve multidimensional integrals. You can use the PROBBNRM function to compute the CDF of a bivariate normal distribution, but I am not aware of other MV probability functions.&nbsp; See <A href="http://blogs.sas.com/content/iml/2012/07/11/visualize-the-bivariate-normal-cumulative-distribution/" title="http://blogs.sas.com/content/iml/2012/07/11/visualize-the-bivariate-normal-cumulative-distribution/"> Visualize the bivariate normal cumulative distribution - The DO Loop</A></P></BODY></HTML> Sun, 14 Apr 2013 21:54:15 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Multivariate-F-distribution/m-p/107936#M807 Rick_SAS 2013-04-14T21:54:15Z Re: Multivariate F-distribution https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Multivariate-F-distribution/m-p/107937#M808 <HTML><HEAD></HEAD><BODY><P>Are you referring to the F approximations used in multivariate analysis of variance (MANOVA) ? </P></BODY></HTML> Sun, 14 Apr 2013 23:53:54 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Multivariate-F-distribution/m-p/107937#M808 PGStats 2013-04-14T23:53:54Z