FDistribution Type

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)

Constructors

Constructor Description

FDistribution(numf, denomf)

Full Usage: FDistribution(numf, denomf)

Parameters:
    numf : float
    denomf : float

numf : float
denomf : float

Instance members

Instance member Description

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.DenomF

Full Usage: this.DenomF

Returns: float

Returns: float

this.NextDouble

Full Usage: this.NextDouble

Returns: float
Modifiers: abstract

Returns: float

this.NumF

Full Usage: this.NumF

Returns: float

Returns: float

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:
    alpha : float - Probability (0..1).

Returns: float The quantile of the F-Distribution.
Modifiers: abstract

Quantile of the F-distribution.

alpha : float

Probability (0..1).

Returns: float

The quantile of the F-Distribution.

Static members

Static member Description

FDistribution.CDF(x, numf, denomf)

Full Usage: FDistribution.CDF(x, numf, denomf)

Parameters:
    x : 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.

Returns the cumulated distribution function for value x with the distribution parameters numf and denomf.

x : 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.

FDistribution.PDF(x, p, q)

Full Usage: FDistribution.PDF(x, p, q)

Parameters:
    x : 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.

Returns the probability density function for value x with the distribution parameters p and q.

x : 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.

FDistribution.Quantile(alpha, p, q)

Full Usage: FDistribution.Quantile(alpha, p, q)

Parameters:
    alpha : 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.

Quantile of the F-distribution.

alpha : 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.