Module rgsl::randist::f_distribution

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_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.