FisherDistribution Class

Represents the distribution of Fisher's F-statistic.

Definition

Namespace: Meta.Numerics.Statistics.Distributions
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public sealed class FisherDistribution : ContinuousDistribution
Inheritance
Object    UnivariateDistribution    ContinuousDistribution    FisherDistribution

Remarks

The ratio of the variances of two sets of normally distributed variables is distributed according to Fisher's F-distribution.

Many test statistics are ratios of variances and are therefore distributed according to the F-distribution. These include the F-test (FisherFTest(IReadOnlyCollectionDouble, IReadOnlyCollectionDouble)), the test for non-triviality of linear (LinearRegression(IReadOnlyListDouble, IReadOnlyListDouble)), non-linear (PolynomialRegression(IReadOnlyListDouble, IReadOnlyListDouble, Int32)), and multi-linear (MultiLinearRegression(IReadOnlyListDouble, IReadOnlyListDouble)) regressions, and ANOVA tests (OneWayAnovaTest(IReadOnlyCollectionDouble)).

The Fisher distribution is related to the Beta distribution (BetaDistribution) by a simple variable transformation.

Constructors

FisherDistribution Initializes a new Fisher distribution.

Properties

DenominatorDegreesOfFreedom Gets the number of degrees of freedom in the denominator.
ExcessKurtosis Gets the excess kurtosis of the distribution.
(Inherited from UnivariateDistribution)
Mean Gets the mean of the distribution.
(Overrides UnivariateDistributionMean)
Median Gets the median of the distribution.
(Inherited from ContinuousDistribution)
NumeratorDegreesOfFreedom Gets the number of degrees of freedom in the numerator.
Skewness Gets the skewness of the distribution.
(Inherited from UnivariateDistribution)
StandardDeviation Gets the standard deviation of the distribution.
(Inherited from UnivariateDistribution)
Support Gets the interval over which the distribution is non-vanishing.
(Overrides ContinuousDistributionSupport)
Variance Gets the variance of the distribution.
(Overrides UnivariateDistributionVariance)

Methods

CentralMoment Computes a central moment of the distribution.
(Overrides ContinuousDistributionCentralMoment(Int32))
Cumulant Computes a cumulant of the distribution.
(Inherited from UnivariateDistribution)
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
ExpectationValue Computes the expectation value of the given function.
(Inherited from ContinuousDistribution)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetRandomValue Generates a random variate.
(Inherited from ContinuousDistribution)
GetRandomValues Generates the given number of random variates.
(Inherited from ContinuousDistribution)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Hazard Computes the hazard function.
(Inherited from ContinuousDistribution)
InverseLeftProbability Returns the point at which the cumulative distribution function attains a given value.
(Overrides ContinuousDistributionInverseLeftProbability(Double))
InverseRightProbability Returns the point at which the right probability function attains the given value.
(Overrides ContinuousDistributionInverseRightProbability(Double))
LeftProbability Returns the cumulative probability to the left of (below) the given point.
(Overrides ContinuousDistributionLeftProbability(Double))
ProbabilityDensity Returns the probability density at the given point.
(Overrides ContinuousDistributionProbabilityDensity(Double))
RawMoment Computes a raw moment of the distribution.
(Overrides ContinuousDistributionRawMoment(Int32))
RightProbability Returns the cumulative probability to the right of (above) the given point.
(Overrides ContinuousDistributionRightProbability(Double))
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also