Click or drag to resize
Accord.NET (logo)

FDistribution Class

F (Fisher-Snedecor) distribution.
Inheritance Hierarchy
System.Object
  Accord.Statistics.Distributions.DistributionBase
    Accord.Statistics.Distributions.Univariate.UnivariateContinuousDistribution
      Accord.Statistics.Distributions.Univariate.FDistribution

Namespace:  Accord.Statistics.Distributions.Univariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
[SerializableAttribute]
public class FDistribution : UnivariateContinuousDistribution, 
	ISampleableDistribution<double>, IDistribution<double>, IDistribution, 
	ICloneable, IRandomNumberGenerator<double>
Request Example View Source

The FDistribution type exposes the following members.

Constructors
  NameDescription
Public methodFDistribution()
Constructs a F-distribution with the given degrees of freedom.
Public methodFDistribution(Int32, Int32)
Constructs a F-distribution with the given degrees of freedom.
Top
Properties
  NameDescription
Public propertyDegreesOfFreedom1
Gets the first degree of freedom.
Public propertyDegreesOfFreedom2
Gets the second degree of freedom.
Public propertyEntropy
Gets the entropy for this distribution.
(Overrides UnivariateContinuousDistribution.Entropy.)
Public propertyMean
Gets the mean for this distribution.
(Overrides UnivariateContinuousDistribution.Mean.)
Public propertyMedian
Gets the median for this distribution.
(Inherited from UnivariateContinuousDistribution.)
Public propertyMode
Gets the mode for this distribution.
(Overrides UnivariateContinuousDistribution.Mode.)
Public propertyQuartiles
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.)
Public propertyStandardDeviation
Gets the Standard Deviation (the square root of the variance) for the current distribution.
(Inherited from UnivariateContinuousDistribution.)
Public propertySupport
Gets the support interval for this distribution.
(Overrides UnivariateContinuousDistribution.Support.)
Public propertyVariance
Gets the variance for this distribution.
(Overrides UnivariateContinuousDistribution.Variance.)
Top
Methods
  NameDescription
Public methodClone
Creates a new object that is a copy of the current instance.
(Overrides DistributionBase.Clone().)
Public methodComplementaryDistributionFunction
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.)
Public methodCumulativeHazardFunction
Gets the cumulative hazard function for this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)
Public methodDistributionFunction(Double)
Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)
Public methodDistributionFunction(Double, Double)
Gets the cumulative distribution function (cdf) for this distribution in the semi-closed interval (a; b] given as P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodCode exampleFit(Double[])
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)
Public methodCode exampleFit(Double[], IFittingOptions)
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)
Public methodCode exampleFit(Double[],Double[])
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)
Public methodCode exampleFit(Double[],Int32[])
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)
Public methodFit(Double[],Double[], IFittingOptions)
Not available.
(Overrides UnivariateContinuousDistribution.Fit(Double[],Double[], IFittingOptions).)
Public methodCode exampleFit(Double[],Int32[], IFittingOptions)
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)
Public methodGenerate()
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)
Public methodGenerate(Random)
Generates a random observation from the current distribution.
(Overrides UnivariateContinuousDistribution.Generate(Random).)
Public methodGenerate(Int32)
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)
Public methodGenerate(Int32,Double[])
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)
Public methodGenerate(Int32, Random)
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)
Public methodGenerate(Int32,Double[], Random)
Generates a random vector of observations from the current distribution.
(Overrides UnivariateContinuousDistribution.Generate(Int32,Double[], Random).)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetRange
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodHazardFunction
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.)
Protected methodInnerComplementaryDistributionFunction
Gets the complementary cumulative distribution function evaluated at point x.
(Overrides UnivariateContinuousDistribution.InnerComplementaryDistributionFunction(Double).)
Protected methodInnerDistributionFunction
Gets the cumulative distribution function (cdf) for the F-distribution evaluated at point x.
(Overrides UnivariateContinuousDistribution.InnerDistributionFunction(Double).)
Protected methodInnerInverseDistributionFunction
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 UnivariateContinuousDistribution.InnerInverseDistributionFunction(Double).)
Protected methodInnerLogProbabilityDensityFunction
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
(Overrides UnivariateContinuousDistribution.InnerLogProbabilityDensityFunction(Double).)
Protected methodInnerProbabilityDensityFunction
Gets the probability density function (pdf) for the F-distribution evaluated at point x.
(Overrides UnivariateContinuousDistribution.InnerProbabilityDensityFunction(Double).)
Public methodInverseDistributionFunction
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.)
Public methodLogCumulativeHazardFunction
Gets the log of the cumulative hazard function for this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)
Public methodLogProbabilityDensityFunction
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodProbabilityDensityFunction
Gets the probability density function (pdf) for this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)
Public methodQuantileDensityFunction
Gets the first derivative of the inverse distribution function (icdf) for this distribution evaluated at probability p.
(Inherited from UnivariateContinuousDistribution.)
Public methodStatic memberRandom(Int32, Int32)
Generates a random observation from the F-distribution with the given parameters.
Public methodStatic memberRandom(Int32, Int32, Int32)
Generates a random vector of observations from the F-distribution with the given parameters.
Public methodStatic memberRandom(Int32, Int32, Random)
Generates a random observation from the F-distribution with the given parameters.
Public methodStatic memberRandom(Int32, Int32, Int32,Double[])
Generates a random vector of observations from the F-distribution with the given parameters.
Public methodStatic memberRandom(Int32, Int32, Int32, Random)
Generates a random vector of observations from the F-distribution with the given parameters.
Public methodStatic memberRandom(Int32, Int32, Int32,Double[], Random)
Generates a random vector of observations from the F-distribution with the given parameters.
Public methodToString()
Returns a String that represents this instance.
(Inherited from DistributionBase.)
Public methodToString(IFormatProvider)
Returns a String that represents this instance.
(Inherited from DistributionBase.)
Public methodToString(String)
Returns a String that represents this instance.
(Inherited from DistributionBase.)
Public methodToString(String, IFormatProvider)
Returns a String that represents this instance.
(Overrides DistributionBase.ToString(String, IFormatProvider).)
Top
Extension Methods
  NameDescription
Public Extension MethodHasMethod
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)
Public Extension MethodIsEqual
Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.
(Defined by Matrix.)
Public Extension MethodTo(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.)
Public Extension MethodTo<T>()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.)
Top
Remarks

In probability theory and statistics, the F-distribution is a continuous probability distribution. It is also known as Snedecor's F distribution or the Fisher-Snedecor distribution (after R.A. Fisher and George W. Snedecor). The F-distribution arises frequently as the null distribution of a test statistic, most notably in the analysis of variance; see FTest.

References:

Examples

The following example shows how to construct a Fisher-Snedecor's F-distribution with 8 and 5 degrees of freedom, respectively.

// Create a Fisher-Snedecor'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)
See Also