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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.FisherFDist
public class FisherFDist
Extends the class ContinuousDistribution
for
the Fisher F-distribution with n and m
degrees of freedom, where n and m are positive integers.
Its density is
GammaDist
.
The non-static versions of the methods cdf, barF, and inverseF call the static version of the same name.
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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FisherFDist(int n,
int m)
Constructs a Fisher F-distribution with n and m degrees of freedom. |
Method Summary | |
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double |
barF(double x)
Returns bar(F)(x) = 1 - F(x). |
static double |
barF(int n,
int m,
int d,
double x)
Computes the complementary distribution function of the Fisher F-distribution with parameters n and m, evaluated at x, with roughly d decimal digits of precision. |
double |
cdf(double x)
Computes and returns the distribution function F(x). |
static double |
cdf(int n,
int m,
int d,
double x)
Computes the distribution function of the Fisher F-distribution with parameters n and m, evaluated at x, with roughly d decimal digits of precision. |
double |
density(double x)
Returns f (x), the density of X evaluated at x. |
static double |
density(int n,
int m,
double x)
Computes the density function for a Fisher F-distribution with n and m degrees of freedom. |
int |
getM()
Returns the parameter m of this object. |
double |
getMean()
Returns the mean of the distribution function. |
static double |
getMean(int n,
int m)
Computes and returns the mean E[X] = m/(m - 2) of the Fisher F-distribution with parameters n and m. |
int |
getN()
Returns the parameter n of this object. |
double |
getStandardDeviation()
Returns the standard deviation of the distribution function. |
static double |
getStandardDeviation(int n,
int m)
Computes and returns the standard deviation of the Fisher F-distribution with parameters n and m. |
double |
getVariance()
Returns the variance of the distribution function. |
static double |
getVariance(int n,
int m)
Computes and returns the variance of the Fisher F-distribution with parameters n and m. |
double |
inverseF(double u)
Computes and returns the inverse distribution function F-1(u), defined in. |
static double |
inverseF(int n,
int m,
int d,
double u)
Computes the inverse of the Fisher F-distribution with parameters n and m, evaluated at x, with roughly d decimal digits of precision. |
void |
setParams(int n,
int m)
Sets the parameters n and m of this object. |
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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inverseBisection, inverseBrent |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public FisherFDist(int n, int m)
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class ContinuousDistribution
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
x
- value at which the distribution function is evaluated
public double barF(double x)
Distribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
Distribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value in the interval (0, 1) for which the inverse
distribution function is evaluated
public double getMean()
Distribution
public double getVariance()
Distribution
public double getStandardDeviation()
Distribution
public static double density(int n, int m, double x)
public static double cdf(int n, int m, int d, double x)
public static double barF(int n, int m, int d, double x)
public static double inverseF(int n, int m, int d, double u)
public static double getMean(int n, int m)
public static double getVariance(int n, int m)
public static double getStandardDeviation(int n, int m)
public int getN()
public int getM()
public void setParams(int n, int m)
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