Class FDistribution
- java.lang.Object
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- dev.nm.stat.distribution.univariate.FDistribution
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- All Implemented Interfaces:
ProbabilityDistribution
public class FDistribution extends Object implements ProbabilityDistribution
The F distribution is the distribution of the ratio of two independent chi-squared variates. The R equivalent functions aredf, pf, qf, rf
.- See Also:
- Wikipedia: FDistribution-distribution
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Constructor Summary
Constructors Constructor Description FDistribution(double df1, double df2)
Construct an F distribution.
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Method Summary
All Methods Instance Methods Concrete Methods Deprecated Methods Modifier and Type Method Description 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.double
variance()
Gets the variance of this distribution.
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Method Detail
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mean
public double mean()
Gets the mean of this distribution.- Specified by:
mean
in interfaceProbabilityDistribution
- Returns:
- the mean
- Throws:
UnsupportedOperationException
- when df2 ≤ 2- See Also:
- Wikipedia: Expected value
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median
@Deprecated public double median()
Deprecated.Not supported yet.Description copied from interface:ProbabilityDistribution
Gets the median of this distribution.- Specified by:
median
in interfaceProbabilityDistribution
- Returns:
- the median
- See Also:
- Wikipedia: Median
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variance
public double variance()
Gets the variance of this distribution.- Specified by:
variance
in interfaceProbabilityDistribution
- Returns:
- the variance
- Throws:
UnsupportedOperationException
- when df2 ≤ 4- See Also:
- Wikipedia: Variance
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skew
public double skew()
Gets the skewness of this distribution.- Specified by:
skew
in interfaceProbabilityDistribution
- Returns:
- the skewness
- Throws:
UnsupportedOperationException
- when df2 ≤ 6- See Also:
- Wikipedia: Skewness
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kurtosis
public double kurtosis()
Gets the excess kurtosis of this distribution.- Specified by:
kurtosis
in interfaceProbabilityDistribution
- Returns:
- the excess kurtosis
- Throws:
UnsupportedOperationException
- when df2 ≤ 8- See Also:
- Wikipedia: Kurtosis
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entropy
@Deprecated public double entropy()
Deprecated.Not supported yet.Description copied from interface:ProbabilityDistribution
Gets the entropy of this distribution.- Specified by:
entropy
in interfaceProbabilityDistribution
- Returns:
- the entropy
- See Also:
- Wikipedia: Entropy (information theory)
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cdf
public double cdf(double x)
Description copied from interface:ProbabilityDistribution
Gets the cumulative probability F(x) = Pr(X ≤ x).- Specified by:
cdf
in interfaceProbabilityDistribution
- Parameters:
x
- x- Returns:
- F(x) = Pr(X ≤ x)
- See Also:
- Wikipedia: Cumulative distribution function
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density
public double density(double x)
Description copied from interface:ProbabilityDistribution
The density function, which, if exists, is the derivative of F. It describes the density of probability at each point in the sample space.f(x) = dF(X) / dx
This 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.- Specified by:
density
in interfaceProbabilityDistribution
- Parameters:
x
- x- Returns:
- f(x)
- See Also:
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quantile
public double quantile(double u)
Description copied from interface:ProbabilityDistribution
Gets the quantile, the inverse of the cumulative distribution function. It is the value below which random draws from the distribution would fall u×100 percent of the time.
This may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
- Specified by:
quantile
in interfaceProbabilityDistribution
- Parameters:
u
-u
, a quantile- Returns:
- F-1(u)
- See Also:
- Wikipedia: Quantile function
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moment
public double moment(double x)
Description copied from interface:ProbabilityDistribution
The moment generating function is the expected value of etX. That is,E(etX)
This may not always exist.- Specified by:
moment
in interfaceProbabilityDistribution
- Parameters:
x
- t- Returns:
- E(exp(tX))
- See Also:
- Wikipedia: Moment-generating function
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