drasys.or.prob
Class FDistribution

java.lang.Object
  |
  +--drasys.or.prob.Distribution
        |
        +--drasys.or.prob.ContinuousDistribution
              |
              +--drasys.or.prob.FDistribution

public class FDistribution

extends ContinuousDistribution

implements FunctionI

An implementation of Snedecor's F-distribution.

References:

The Art of Computer Programming: Seminumerical Algorithms (Vol 2, 3rd Ed)
    Donald Ervin Knuth; Hardcover
Numerical Recipes in C : The Art of Scientific Computing
    William H. Press, et al / Hardcover / Published 1993
Probability and Statistics
    Morris H. Degroot / Hardcover / Published 1986
Mathematical Statistics With Applications
    Dennis D. Wackerly, et al / Hardcover / Published 1996

See Also:

Serialized Form

Constructor Summary

FDistribution(double degreesOfFreedom1, double degreesOfFreedom2)           Create F-distribution with explicit degrees of freedom.

 

Method Summary
double	cdf(double x)           Computes the cdf using the incomplete beta function.
boolean	equals(java.lang.Object o)
double	function(double x)
double	inverseCdf(double probability)           Computes the inverse cdf from the cdf numerically.
double	mean()           Returns the mean of the distribution.
double	pdf(double x)           Returns the value of the probability distribution function at x;
double	probability(double x1, double x2)           Computes the the probability that x will be between x1 and x2 by numerical integration using the pdf.
double	std()           Returns the standard deviation of the distribution.
java.lang.String	toString()
double	variance()           Returns the variance of the distribution.

 

Methods inherited from class drasys.or.prob.ContinuousDistribution

getRandomScaler, probability

 

Methods inherited from class drasys.or.prob.Distribution

getRandomMatrix, getRandomNumberGenerator, getRandomVector, setElements, setElements, setRandomNumberGenerator, setSeed

 

Methods inherited from class java.lang.Object

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

 

Constructor Detail

FDistribution

public FDistribution(double degreesOfFreedom1,
                     double degreesOfFreedom2)

Create F-distribution with explicit degrees of freedom.

Throws:

InvalidArgumentError - if degreesOfFreedom < 1.0.

function

public double function(double x)

Specified by:

function in interface FunctionI

cdf

public double cdf(double x)

Computes the cdf using the incomplete beta function.

inverseCdf

public double inverseCdf(double probability)

Computes the inverse cdf from the cdf numerically.

Overrides:

inverseCdf in class ContinuousDistribution

Throws:

StatError - if the solution fails.

probability

public double probability(double x1,
                          double x2)

Computes the the probability that x will be between x1 and x2 by numerical integration using the pdf.

Throws:

ProbError - if the integration fails.

InvalidArgumentError - if x2 < x1.

pdf

public double pdf(double x)

Returns the value of the probability distribution function at x;

mean

public double mean()

Returns the mean of the distribution.

variance

public double variance()

Returns the variance of the distribution.

Throws:

ProbError - if degreesOfFreedom2 <= 4.0.

std

public double std()

Returns the standard deviation of the distribution.

Throws:

ProbError - if degreesOfFreedom2 <= 4.0.

equals

public boolean equals(java.lang.Object o)

Overrides:

equals in class java.lang.Object

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object