Represents the F distribution.
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public Class FDistribution _ Inherits ContinuousDistribution |
| C# |
|---|
public class FDistribution : ContinuousDistribution |
| C++ |
|---|
public ref class FDistribution : public ContinuousDistribution |
Methods
| Icon | Type | Description |
|---|---|---|
 | DistributionFunction(Double) |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
|
| Equals(Object) | |
 | Finalize() | |
| GetExpectedHistogram(Double[](), Double) |
Gets a Histogram whose bins contain the expected number of samples
for a given total number of samples.
|
| GetExpectedHistogram(Double, Double, Int32, Double) |
Gets a Histogram whose bins contain the expected number of samples
for a given total number of samples.
|
| GetHashCode() | Serves as a hash function for a particular type. |
| GetRandomVariate(Random) |
Returns a random sample from the distribution.
|
| GetRandomVariates(Random, Vector) |
Fills a Vector with random numbers.
|
| GetRandomVariates(Random, Double[]()) |
Fills a Double array with random numbers.
|
| GetRandomVariates(Random, Double[](), Int32, Int32) |
Fills a Double array with random numbers.
|
| GetRandomVariates(Random, Vector, Int32, Int32) |
Fills a Double array with random numbers.
|
| GetType() | Gets the Type of the current instance. |
| InverseDistributionFunction(Double) |
Returns the inverse of the DistributionFunction(Double).
|
| MemberwiseClone() | Creates a shallow copy of the current Object. |
| Probability(Double, Double) |
Returns the probability that a sample taken from the
distribution lies inside the specified interval.
|
| ProbabilityDensityFunction(Double) |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
|
| SurvivorDistributionFunction(Double) |
Evaluates the survivor distribution function
(SDF) of this distribution for the specified value.
|
| ToString() |
Constructors
| Icon | Type | Description |
|---|---|---|
| FDistributionNew(Double, Double) |
Constructs a new FDistribution object.
|
Properties
| Icon | Type | Description |
|---|---|---|
 | DenominatorDegreesOfFreedom |
Gets the number of degrees of freedom for the variance of the sample for the denominator.
|
| InterQuartileRange |
Returns the inter-quartile range of this distribution.
|
| IsSymmetrical |
Gets a value that indicates whether the distribution is known to be symmetrical around the mean.
|
| Kurtosis |
Gets the kurtosis of the distribution.
|
| Mean |
Gets the mean or expectation value of the distribution.
|
| NumeratorDegreesOfFreedom |
Gets the number of degrees of freedom for the variance of the sample for the numerator.
|
| Skewness |
Gets the skewness of the distribution.
|
| StandardDeviation |
Gets the standard deviation of the distribution.
|
| Variance |
Gets the variance of the distribution.
|
Remarks
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.
Inheritance Hierarchy
System.Object
Extreme.Statistics.Distributions.Distribution
Extreme.Statistics.Distributions.ContinuousDistribution
Extreme.Statistics.Distributions.FDistribution
Extreme.Statistics.Distributions.Distribution
Extreme.Statistics.Distributions.ContinuousDistribution
Extreme.Statistics.Distributions.FDistribution
