Numerical Components for .NET
Namespace: Extreme.Statistics.DistributionsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)
[SerializableAttribute] public class FDistribution : ContinuousDistribution
<SerializableAttribute> _ Public Class FDistribution _ Inherits ContinuousDistribution
[SerializableAttribute] public ref class FDistribution : public ContinuousDistribution
[<SerializableAttribute>] type FDistribution = class inherit ContinuousDistribution end
The F distribution is the distribution of the ratio of two estimates of variance. It is used to compute probability values in the analysis of variance.
The F distribution has two parameters: degrees of freedom of the numerator and degrees of freedom of the denominator. They specify the number of degrees of freedom that the estimate of variances used in the numerator and the denominator are based on.
The degrees of freedom denominator is often called the degrees of freedom error.
The F distribution has a positive skew. The skew decreases with increasing degrees of freedom.
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