public class FDistribution extends Object implements ProbabilityDistribution
df, pf, qf, rf
.Constructor and Description |
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FDistribution(double df1,
double df2)
Construct an F distribution.
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Modifier and Type | Method and Description |
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double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
|
double |
density(double x)
The density function, which, if exists, is the derivative of F.
|
double |
entropy()
Deprecated.
Not supported yet.
|
double |
kurtosis()
Gets the excess kurtosis of this distribution.
|
double |
mean()
Gets the mean of this distribution.
|
double |
median()
Deprecated.
Not supported yet.
|
double |
moment(double x)
The moment generating function is the expected value of etX.
|
double |
quantile(double u)
Gets the quantile, the inverse of the cumulative distribution function.
|
double |
skew()
Gets the skewness of this distribution.
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double |
variance()
Gets the variance of this distribution.
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public FDistribution(double df1, double df2)
df1
- the first degree of freedomdf2
- the second degree of freedompublic double mean()
mean
in interface ProbabilityDistribution
UnsupportedOperationException
- when df2 ≤ 2@Deprecated public double median()
ProbabilityDistribution
median
in interface ProbabilityDistribution
public double variance()
variance
in interface ProbabilityDistribution
UnsupportedOperationException
- when df2 ≤ 4public double skew()
skew
in interface ProbabilityDistribution
UnsupportedOperationException
- when df2 ≤ 6public double kurtosis()
kurtosis
in interface ProbabilityDistribution
UnsupportedOperationException
- when df2 ≤ 8@Deprecated public double entropy()
ProbabilityDistribution
entropy
in interface ProbabilityDistribution
public double cdf(double x)
ProbabilityDistribution
cdf
in interface ProbabilityDistribution
x
- xpublic double density(double x)
ProbabilityDistribution
f(x) = dF(X) / dxThis may not always exist. For the discrete cases, this is the probability mass function. It gives the probability that a discrete random variable is exactly equal to some value.
density
in interface ProbabilityDistribution
x
- xpublic double quantile(double u)
ProbabilityDistribution
This may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile
in interface ProbabilityDistribution
u
- u
, a quantilepublic double moment(double x)
ProbabilityDistribution
E(etX)This may not always exist.
moment
in interface ProbabilityDistribution
x
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