FDistribution |
The F-distribution is a continuous probability distribution. It is also known as Snedecor's F distribution or the Fisher-Snedecor distribution. The F-distribution arises frequently as the null distribution of a test statistic, most notably in the analysis of variance. It has two parameters d1 and d2, which characterize degrees of freedom.
This topic contains the following sections:
ConstructorConstructor | Description | Performance |
|---|---|---|
set degrees of freedom | Creates new instance of FDistribution with user specified parameters. |
MethodsMethod | Description | Performance |
|---|---|---|
sample | Generate random variable sample. Fill in array with random variable series in place: Static method which generates new sample of FDistribution distribution variate with specified parameters: | |
Probability density function.  where B is the beta function. Static probability density function. | ||
cdf | Cumulative distribution function.  where I is the regularized incomplete beta function. Static cumulative distribution function. | |
inverse cdf | Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter. |
PropertiesProperty | Description | Performance |
|---|---|---|
D1 | Numerator degrees of freedom number. | |
D2 | Denominator degrees of freedom number. | |
mean | Mean of the distribution.  | |
mode | Mode of distribution.  | |
kurtosis | Excess Kurtosis of distribution.  | |
skewness | Skewness of distribution.  | |
variance | Variance of the distribution.  | |
standard deviation | Standard deviation of the distribution.  |
