FDistribution Class
Represents the F distribution.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
[SerializableAttribute]
public class FDistribution : ContinuousDistribution
- Inheritance
- Object → Distribution → ContinuousDistribution → FDistribution
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.
Constructors
FDistribution | Constructs a new FDistribution object. |
Properties
Capabilities |
Gets a value that indicates the capabilities of the distribution class.
(Inherited from Distribution) |
Denominator | Gets the number of degrees of freedom for the variance of the sample for the denominator. |
Entropy |
Gets the entropy of the distribution.
(Overrides Distribution.Entropy) |
Inter |
Returns the inter-quartile range of this distribution.
(Inherited from ContinuousDistribution) |
IsSymmetrical |
Gets whether the distribution is known to be symmetrical around the mean.
(Inherited from ContinuousDistribution) |
IsUnimodal |
Gets whether the distribution has one or more modes.
(Inherited from ContinuousDistribution) |
Kurtosis |
Gets the kurtosis of the distribution.
(Overrides Distribution.Kurtosis) |
Mean |
Gets the mean or expectation value of the distribution.
(Overrides Distribution.Mean) |
Median |
Gets the median of the distribution.
(Inherited from ContinuousDistribution) |
Mode |
Gets the mode of the distribution.
(Overrides ContinuousDistribution.Mode) |
Number |
Gets the number of modes of the distribution.
(Inherited from ContinuousDistribution) |
Numerator | Gets the number of degrees of freedom for the variance of the sample for the numerator. |
Skewness |
Gets the skewness of the distribution.
(Overrides Distribution.Skewness) |
Standard |
Gets the standard deviation of the distribution.
(Inherited from Distribution) |
Statistic |
Gets the common symbol to describe a statistic
from the distribution.
(Overrides Distribution.StatisticSymbol) |
Support |
Gets the support of the distribution.
(Overrides ContinuousDistribution.Support) |
Variance |
Gets the variance of the distribution.
(Overrides Distribution.Variance) |
Methods
Cdf |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
Distribution |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.DistributionFunction(Double)) |
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) |
Get |
Returns an array that contains all the modes of the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns the expectation value of a function.
(Inherited from ContinuousDistribution) |
Get |
Returns the un-normalized expectation value of a function over the specified interval.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector whose bins contain the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get | Serves as the default hash function. (Inherited from Object) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples of the specified length from the distribution.
(Inherited from ContinuousDistribution) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Hazard |
Returns the probability of failure at the specified value.
(Inherited from ContinuousDistribution) |
Inverse |
Returns the inverse of the DistributionFunction(Double).
(Inherited from ContinuousDistribution) |
Inverse |
Returns the inverse of the DistributionFunction(Double).
(Overrides ContinuousDistribution.InverseDistributionFunction(Double)) |
Left |
Returns the probability that a sample from the distribution
is less than the specified value.
(Inherited from ContinuousDistribution) |
Log |
Returns the logarithm of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
Moment |
Returns the value of the moment function of the specified order.
(Inherited from ContinuousDistribution) |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) | |
Probability |
Returns the probability that a sample taken from the
distribution lies inside the specified interval.
(Inherited from ContinuousDistribution) |
Probability |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.ProbabilityDensityFunction(Double)) |
Right |
Returns the probability that a sample from the distribution
is larger than the specified value.
(Inherited from ContinuousDistribution) |
Sample() |
Returns a random sample from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a random sample from the distribution.
(Overrides ContinuousDistribution.Sample(Random)) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample( | Returns a single random sample from an F distribution with the specified parameters. |
Sample |
Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills a span with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills part of a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Survivor |
Evaluates the survivor distribution function
(SDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
ToString | Returns a string that represents the current object. (Overrides Object.ToString()) |
Two |
Returns the probability that a sample from the distribution deviates from the mean more than
the specified value.
(Inherited from ContinuousDistribution) |