FDistribution Class 
Namespace: Accord.Statistics.Distributions.Univariate
[SerializableAttribute] public class FDistribution : UnivariateContinuousDistribution, ISampleableDistribution<double>, IDistribution<double>, IDistribution, ICloneable, IRandomNumberGenerator<double>
The FDistribution type exposes the following members.
Name  Description  

FDistribution 
Constructs a Fdistribution with
the given degrees of freedom.
 
FDistribution(Int32, Int32) 
Constructs a Fdistribution with
the given degrees of freedom.

Name  Description  

DegreesOfFreedom1 
Gets the first degree of freedom.
 
DegreesOfFreedom2 
Gets the second degree of freedom.
 
Entropy 
Gets the entropy for this distribution.
(Overrides UnivariateContinuousDistributionEntropy.)  
Mean 
Gets the mean for this distribution.
(Overrides UnivariateContinuousDistributionMean.)  
Median 
Gets the median for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
Mode 
Gets the mode for this distribution.
(Overrides UnivariateContinuousDistributionMode.)  
Quartiles 
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
StandardDeviation 
Gets the Standard Deviation (the square root of
the variance) for the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Support 
Gets the support interval for this distribution.
(Overrides UnivariateContinuousDistributionSupport.)  
Variance 
Gets the variance for this distribution.
(Overrides UnivariateContinuousDistributionVariance.) 
Name  Description  

Clone 
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.)  
ComplementaryDistributionFunction 
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.)  
CumulativeHazardFunction 
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double) 
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double, Double) 
Gets the cumulative distribution function (cdf) for this
distribution in the semiclosed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.)  
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
Fit(Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double, IFittingOptions) 
Not available.
(Overrides UnivariateContinuousDistributionFit(Double, Double, IFittingOptions).)  
Fit(Double, Int32, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Generate 
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Random) 
Generates a random observation from the current distribution.
(Overrides UnivariateContinuousDistributionGenerate(Random).)  
Generate(Int32) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Random) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double, Random) 
Generates a random vector of observations from the current distribution.
(Overrides UnivariateContinuousDistributionGenerate(Int32, Double, Random).)  
GetHashCode  Serves as the default hash function. (Inherited from Object.)  
GetRange 
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
HazardFunction 
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
InnerComplementaryDistributionFunction 
Gets the complementary cumulative distribution
function evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerComplementaryDistributionFunction(Double).)  
InnerDistributionFunction 
Gets the cumulative distribution function (cdf) for
the Fdistribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerDistributionFunction(Double).)  
InnerInverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Overrides UnivariateContinuousDistributionInnerInverseDistributionFunction(Double).)  
InnerLogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerLogProbabilityDensityFunction(Double).)  
InnerProbabilityDensityFunction 
Gets the probability density function (pdf) for
the Fdistribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerProbabilityDensityFunction(Double).)  
InverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.)  
LogCumulativeHazardFunction 
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
LogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
ProbabilityDensityFunction 
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
QuantileDensityFunction 
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Inherited from UnivariateContinuousDistribution.)  
Random(Int32, Int32) 
Generates a random observation from the
Fdistribution with the given parameters.
 
Random(Int32, Int32, Int32) 
Generates a random vector of observations from the
Fdistribution with the given parameters.
 
Random(Int32, Int32, Random) 
Generates a random observation from the
Fdistribution with the given parameters.
 
Random(Int32, Int32, Int32, Double) 
Generates a random vector of observations from the
Fdistribution with the given parameters.
 
Random(Int32, Int32, Int32, Random) 
Generates a random vector of observations from the
Fdistribution with the given parameters.
 
Random(Int32, Int32, Int32, Double, Random) 
Generates a random vector of observations from the
Fdistribution with the given parameters.
 
ToString 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(IFormatProvider) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String, IFormatProvider) 
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)  
IsEqual 
Compares two objects for equality, performing an elementwise
comparison if the elements are vectors or matrices.
(Defined by Matrix.)  
To(Type)  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) 
In probability theory and statistics, the Fdistribution is a continuous probability distribution. It is also known as Snedecor's F distribution or the FisherSnedecor distribution (after R.A. Fisher and George W. Snedecor). The Fdistribution arises frequently as the null distribution of a test statistic, most notably in the analysis of variance; see FTest.
References:
The following example shows how to construct a FisherSnedecor's Fdistribution with 8 and 5 degrees of freedom, respectively.
// Create a FisherSnedecor's F distribution with 8 and 5 d.f. FDistribution F = new FDistribution(degrees1: 8, degrees2: 5); // Common measures double mean = F.Mean; // 1.6666666666666667 double median = F.Median; // 1.0545096252132447 double var = F.Variance; // 7.6388888888888893 // Cumulative distribution functions double cdf = F.DistributionFunction(x: 0.27); // 0.049463408057268315 double ccdf = F.ComplementaryDistributionFunction(x: 0.27); // 0.95053659194273166 double icdf = F.InverseDistributionFunction(p: cdf); // 0.27 // Probability density functions double pdf = F.ProbabilityDensityFunction(x: 0.27); // 0.45120469723580559 double lpdf = F.LogProbabilityDensityFunction(x: 0.27); // 0.79583416831212883 // Hazard (failure rate) functions double hf = F.HazardFunction(x: 0.27); // 0.47468419528555084 double chf = F.CumulativeHazardFunction(x: 0.27); // 0.050728620222091653 // String representation string str = F.ToString(CultureInfo.InvariantCulture); // F(x; df1 = 8, df2 = 5)