Package smile.stat.distribution

Class FDistribution

java.lang.Object
smile.stat.distribution.FDistribution
All Implemented Interfaces:
Serializable, Distribution
public class FDistribution extends Object implements Distribution
F-distribution arises in the testing of whether two observed samples have the same variance. A random variate of the F-distribution arises as the ratio of two chi-squared variates.
See Also:

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    final int
    nu1
    The degrees of freedom of chi-square distribution in numerator.
    final int
    nu2
    The degrees of freedom chi-square distribution in denominator.

  • Constructor Summary

    Constructors
    Constructor
    Description
    FDistribution(int nu1, int nu2)
    Constructor.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cdf(double x)
    Cumulative distribution function.
    double
    entropy()
    Shannon's entropy.
    int
    length()
    Returns the number of parameters of the distribution.
    double
    logp(double x)
    The density at x in log scale, which may prevents the underflow problem.
    double
    mean()
    Returns the mean of distribution.
    double
    p(double x)
    The probability density function for continuous distribution or probability mass function for discrete distribution at x.
    double
    quantile(double p)
    The quantile, the probability to the left of quantile is p.
    double
    rand()
    Generates a random number following this distribution.
    String
    toString()
     
    double
    variance()
    Returns the variance of distribution.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

    Methods inherited from interface smile.stat.distribution.Distribution

    inverseTransformSampling, likelihood, logLikelihood, quantile, quantile, rand, rejectionSampling, sd

  • Field Details

    • nu1

      public final int nu1
      The degrees of freedom of chi-square distribution in numerator.

    • nu2

      public final int nu2
      The degrees of freedom chi-square distribution in denominator.

  • Constructor Details

    • FDistribution

      public FDistribution(int nu1, int nu2)
      Constructor.
      Parameters:
      nu1 - the degree of freedom of chi-square distribution in numerator.
      nu2 - the degree of freedom of chi-square distribution in denominator.

  • Method Details

    • length

      public int length()
      Description copied from interface: Distribution
      Returns the number of parameters of the distribution. The "length" is in the sense of the minimum description length principle.
      Specified by:
      length in interface Distribution
      Returns:
      The number of parameters.

    • mean

      public double mean()
      Description copied from interface: Distribution
      Returns the mean of distribution.
      Specified by:
      mean in interface Distribution
      Returns:
      The mean.

    • variance

      public double variance()
      Description copied from interface: Distribution
      Returns the variance of distribution.
      Specified by:
      variance in interface Distribution
      Returns:
      The variance.

    • entropy

      public double entropy()
      Shannon's entropy. Not supported.
      Specified by:
      entropy in interface Distribution
      Returns:
      Shannon entropy.

    • toString

      public String toString()
      Overrides:
      toString in class Object

    • rand

      public double rand()
      Description copied from interface: Distribution
      Generates a random number following this distribution.
      Specified by:
      rand in interface Distribution
      Returns:
      a random number.

    • p

      public double p(double x)
      Description copied from interface: Distribution
      The probability density function for continuous distribution or probability mass function for discrete distribution at x.
      Specified by:
      p in interface Distribution
      Parameters:
      x - a real number.
      Returns:
      the density.

    • logp

      public double logp(double x)
      Description copied from interface: Distribution
      The density at x in log scale, which may prevents the underflow problem.
      Specified by:
      logp in interface Distribution
      Parameters:
      x - a real number.
      Returns:
      the log density.

    • cdf

      public double cdf(double x)
      Description copied from interface: Distribution
      Cumulative distribution function. That is the probability to the left of x.
      Specified by:
      cdf in interface Distribution
      Parameters:
      x - a real number.
      Returns:
      the probability.

    • quantile

      public double quantile(double p)
      Description copied from interface: Distribution
      The quantile, the probability to the left of quantile is p. It is actually the inverse of cdf.
      Specified by:
      quantile in interface Distribution
      Parameters:
      p - the probability.
      Returns:
      the quantile.