Module rgsl::randist::f_distribution

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The F-distribution arises in statistics. If Y_1 and Y_2 are chi-squared deviates with \nu_1 and \nu_2 degrees of freedom then the ratio,

X = { (Y_1 / \nu_1) \over (Y_2 / \nu_2) }

has an F-distribution F(x;\nu_1,\nu_2). !

Functions

fdist
This function returns a random variate from the F-distribution with degrees of freedom nu1 and nu2. The distribution function is,
fdist_P
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the F-distribution with nu1 and nu2 degrees of freedom.
fdist_Pinv
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the F-distribution with nu1 and nu2 degrees of freedom.
fdist_Q
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the F-distribution with nu1 and nu2 degrees of freedom.
fdist_Qinv
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the F-distribution with nu1 and nu2 degrees of freedom.
fdist_pdf
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the F-distribution with nu1 and nu2 degrees of freedom.