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FDistribution Class

Class FDistribution represents the F probability distribution.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreProbabilityDistribution
    CenterSpace.NMath.CoreFDistribution

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
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[SerializableAttribute]
public class FDistribution : ProbabilityDistribution, 
	IRandomVariableMoments

The FDistribution type exposes the following members.

Constructors
 NameDescription
Public methodFDistribution Default constructor. Constructs an FDistribution instance with both degrees of freedom equal to one.
Public methodFDistribution(Int32, Int32) Constructs an FDistribution instance with the specified degrees of freedom.
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Properties
 NameDescription
Public propertyDegreesOfFreedom1 Gets and sets the first degrees of freedom parameter.
Public propertyDegreesOfFreedom2 Gets and sets the second degrees of freedom parameter.
Public propertyKurtosis Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
Public propertyMean Gets the mean of the distribution.
Public propertySkewness Gets the skewness, a measure of the degree of asymmetry of this distribution.
Public propertyVariance Gets the variance of the distribution.
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Methods
 NameDescription
Public methodCDF Returns the cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionCDF(Double))
Public methodClone Creates a deep copy of this FDistribution.
(Overrides ProbabilityDistributionClone)
Public methodInverseCDF Returns the inverse cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionInverseCDF(Double))
Protected methodInverseCdfUsingBracket Uses a bracketing method to evaluate the inverse of cumulative distribution functions.
(Inherited from ProbabilityDistribution)
Protected methodInverseDiscreteCdfUsingBracket Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions.
(Inherited from ProbabilityDistribution)
Public methodPDF Returns the probability density function evaluated at a given value.
(Overrides ProbabilityDistributionPDF(Double))
Public methodToString Returns a formatted string representation of this distribution.
(Overrides ProbabilityDistributionToString)
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Remarks
The F distribution is the ratio of two chi-square distributions with degrees of freedom df1 and df2, respectively, where each chi-square has first been divided by its degrees of freedom.
See Also