Generates F-distributed random numbers.
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
n,d
Both paramters n and d must be positive.
Method: The random numbers are directly generated from ratios of
ChiSquare variates according to:
F = (ChiSquare(n)/n) / (ChiSquare(d)/d)
| Constructor | Description |
Full Usage:
FDistribution(numf, denomf)
Parameters:
float
denomf : float
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| Instance member | Description |
Full Usage:
this.CDF
Parameters:
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.
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Full Usage:
this.DenomF
Returns: float
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Full Usage:
this.NextDouble
Returns: float
Modifiers: abstract |
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Full Usage:
this.NumF
Returns: float
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Full Usage:
this.PDF
Parameters:
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.
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Full Usage:
this.Quantile
Parameters:
float
-
Probability (0..1).
Returns: float
The quantile of the F-Distribution.
Modifiers: abstract |
Quantile of the F-distribution.
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| Static member | Description |
Full Usage:
FDistribution.CDF(x, numf, denomf)
Parameters:
float
-
The function argument.
numf : float
-
First parameter of the distribution.
denomf : float
-
Second paramenter of the distribution.
Returns: float
The cumulated distribution (probability) of the distribution at value x.
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Returns the cumulated distribution function for value x with the distribution parameters numf and denomf.
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Full Usage:
FDistribution.PDF(x, p, q)
Parameters:
float
-
The function argument.
p : float
-
First parameter of the distribution.
q : float
-
Second paramenter of the distribution.
Returns: float
The probability density of the distribution at value x.
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Returns the probability density function for value x with the distribution parameters p and q.
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Full Usage:
FDistribution.Quantile(alpha, p, q)
Parameters:
float
-
Probability (0..1).
p : float
-
First parameter of the distribution.
q : float
-
Second parameter of the distribution.
Returns: float
The quantile of the F-Distribution.
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Quantile of the F-distribution.
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