FisherSnedecorDistribution (FsODE)

FsODE

Documentation for 0.0.2

FisherSnedecorDistribution Type

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore.Redist.dll
Base Type: ContinuousDistribution

Provides generation of Fisher-Snedecor distributed random numbers.

The implementation of the FisherSnedecorDistribution type bases upon information presented on Wikipedia - F-distribution.

             Return F-distributed (variance ratio distributed) random deviates
             with n numerator degrees of freedom and d denominator degrees of freedom
             according to the density:
            
               p   (x) dx =  ... dx
                a,b
            
             Both paramters alpha and beta must be positive.
            
             Method: The random numbers are directly generated from ratios of
                     ChiSquare variates according to:
            
              F = (ChiSquare(alpha)/alpha) / (ChiSquare(beta)/beta)

Constructors

Constructor Description


                
                  
                    
                      FisherSnedecorDistribution()

Full Usage: FisherSnedecorDistribution()

Initializes a new instance of the FisherSnedecorDistribution class, using a StandardGenerator as underlying random number generator.


                
                  
                    
                      FisherSnedecorDistribution(generator)

Full Usage: FisherSnedecorDistribution(generator)

Parameters:

generator : Generator - A Generator object.

Initializes a new instance of the FisherSnedecorDistribution class, using the specified Generator as underlying random number generator.

generator : Generator: A Generator object.

ArgumentNullException

generator is NULL ( in Visual Basic).


                
                  
                    
                      FisherSnedecorDistribution(alpha, beta)

Full Usage: FisherSnedecorDistribution(alpha, beta)

Parameters:

alpha : float

beta : float

alpha : float
beta : float


                
                  
                    
                      FisherSnedecorDistribution(alpha, beta, generator)

Full Usage: FisherSnedecorDistribution(alpha, beta, generator)

Parameters:

alpha : float

beta : float

generator : Generator

alpha : float
beta : float
generator : Generator

Instance members

Instance member	Description
`this.Alpha` Full Usage: `this.Alpha`	Gets or sets the parameter alpha which is used for generation of Fisher-Snedecor distributed random numbers. Call FisherSnedecorDistribution.IsValidAlpha to determine whether a value is valid and therefor assignable.
`this.Beta` Full Usage: `this.Beta`	Gets or sets the parameter beta which is used for generation of Fisher-Snedecor distributed random numbers. Call FisherSnedecorDistribution.IsValidBeta to determine whether a value is valid and therefor assignable.
`this.CDF` Full Usage: `this.CDF` Parameters: x : `float` - The function argument. Returns: `float` The cumulated distribution (probability) of the distribution at value x. Modifiers: abstract	Returns the cumulated distribution function for value x with the distribution parameters numf and denomf. x : `float` The function argument. Returns: `float` The cumulated distribution (probability) of the distribution at value x.
`this.Initialize` Full Usage: `this.Initialize` Parameters: alpha : `float` beta : `float`	alpha : `float` beta : `float`
`this.IsValidAlpha` Full Usage: `this.IsValidAlpha` Parameters: value : `float` - The value to check. Returns: `bool` if value is greater than 0; otherwise, .	Determines whether the specified value is valid for parameter FisherSnedecorDistribution.Alpha. value : `float` The value to check. Returns: `bool` if value is greater than 0; otherwise, .
`this.IsValidBeta` Full Usage: `this.IsValidBeta` Parameters: value : `float` - The value to check. Returns: `bool` if value is greater than 0; otherwise, .	Determines whether the specified value is valid for parameter FisherSnedecorDistribution.Beta. value : `float` The value to check. Returns: `bool` if value is greater than 0; otherwise, .
`this.Maximum` Full Usage: `this.Maximum` Returns: `float` Modifiers: abstract	Gets the maximum possible value of Fisher-Snedecor distributed random numbers. Returns: `float`
`this.Mean` Full Usage: `this.Mean` Returns: `float` Modifiers: abstract	Gets the mean value of Fisher-Snedecor distributed random numbers. Returns: `float`
`this.Median` Full Usage: `this.Median` Returns: `float` Modifiers: abstract	Gets the median of Fisher-Snedecor distributed random numbers. Returns: `float`
`this.Minimum` Full Usage: `this.Minimum` Returns: `float` Modifiers: abstract	Gets the minimum possible value of Fisher-Snedecor distributed random numbers. Returns: `float`
`this.Mode` Full Usage: `this.Mode` Returns: `float[]` Modifiers: abstract	Gets the mode of Fisher-Snedecor distributed random numbers. Returns: `float[]`
`this.NextDouble` Full Usage: `this.NextDouble` Returns: `float` A Fisher-Snedecor distributed double-precision floating point number. Modifiers: abstract	Returns a Fisher-Snedecor distributed floating point random number. Returns: `float` A Fisher-Snedecor distributed double-precision floating point number.
`this.PDF` Full Usage: `this.PDF` Parameters: x : `float` - The function argument. Returns: `float` The probability density of the distribution at value x. Modifiers: abstract	Returns the probability density function for value x with the distribution parameters p and q. x : `float` The function argument. Returns: `float` The probability density of the distribution at value x.
`this.Quantile` Full Usage: `this.Quantile` Parameters: probability : `float` - Probability (0..1). Returns: `float` The quantile of the F-Distribution. Modifiers: abstract	Quantile of the F-distribution. probability : `float` Probability (0..1). Returns: `float` The quantile of the F-Distribution.
`this.Variance` Full Usage: `this.Variance` Returns: `float` Modifiers: abstract	Gets the variance of Fisher-Snedecor distributed random numbers. Returns: `float`

Static members

Static member	Description
`FisherSnedecorDistribution.CDF(x, alpha, beta)` Full Usage: `FisherSnedecorDistribution.CDF(x, alpha, beta)` Parameters: x : `float` - The function argument. alpha : `float` - First parameter of the distribution. beta : `float` - Second paramenter of the distribution. Returns: `float` The cumulated distribution (probability) of the distribution at value x.	Returns the cumulated distribution function for value x with the distribution parameters numf and denomf. x : `float` The function argument. alpha : `float` First parameter of the distribution. beta : `float` Second paramenter of the distribution. Returns: `float` The cumulated distribution (probability) of the distribution at value x.
`FisherSnedecorDistribution.PDF(x, alpha, beta)` Full Usage: `FisherSnedecorDistribution.PDF(x, alpha, beta)` Parameters: x : `float` - The function argument. alpha : `float` - First parameter of the distribution. beta : `float` - Second paramenter of the distribution. Returns: `float` The probability density of the distribution at value x.	Returns the probability density function for value x with the distribution parameters p and q. x : `float` The function argument. alpha : `float` First parameter of the distribution. beta : `float` Second paramenter of the distribution. Returns: `float` The probability density of the distribution at value x.
`FisherSnedecorDistribution.Quantile(probability, alpha, beta)` Full Usage: `FisherSnedecorDistribution.Quantile(probability, alpha, beta)` Parameters: probability : `float` - Probability (0..1). alpha : `float` - First parameter of the distribution. beta : `float` - Second parameter of the distribution. Returns: `float` The quantile of the F-Distribution.	Quantile of the F-distribution. probability : `float` Probability (0..1). alpha : `float` First parameter of the distribution. beta : `float` Second parameter of the distribution. Returns: `float` The quantile of the F-Distribution.