Probabilities.FPDF Method

Overload List

#SignatureDescription
1void FPDF(TDenseMtxVec X, Int32 Nu1, Int32 Nu2, TDenseMtxVec Res)Fisher(F) PDF (vectorized).
2Double FPDF(Double x, Int32 Nu1, Int32 Nu2)F (Fisher-Snedecor) probability density function (PDF).

Overload 1: void FPDF(TDenseMtxVec X, Int32 Nu1, Int32 Nu2, TDenseMtxVec Res)

Fisher(F) PDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix with positive real values or zeros.
2Nu1Defines distribution degrees of freedom. Nu1 must be a positive integer.
3Nu2Defines distribution degrees of freedom. Nu2 must be a positive integer.
4ResAfter calculation stores the PDF calculated from X, Nu1 and Nu2. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: Double FPDF(Double x, Int32 Nu1, Int32 Nu2)

F (Fisher-Snedecor) probability density function (PDF).

#NameDescription
1xDistribution domain, real value >= 0.
2Nu1Numerator degrees of freedom, integer > 0.
3Nu2Denominator degrees of freedom, integer > 0.

Returns: Double - the F probability density function (PDF) at x for degrees of freedom Nu1 and Nu2. Returns NAN when Nu1 <= 0, Nu2 <= 0 or x < 0.

Remarks:

Computes the F PDF

PDF(x|nu _1 , nu _2 )= 1/(B(nu_1/2,nu_2/2)) ((nu _1)/(nu _2))^(nu _1 /2)(x^((nu _1 -2)/2))/([ 1+ (nu _1)/(nu _2)x ]^((nu _1 + nu _2)/2))

where nu_1 (Nu1), nu_2 (Nu2) are the degrees of freedom and B is the Dew.Math.Units.Probabilities.Beta function. An F variable is the ratio of two independent chi-squared variables each divided by its degrees of freedom. Domain: x >= 0, integer nu_1,nu_2 > 0. If either parameter is <= 0 or x < 0 the result is NAN. A scalar form (this one) and a vectorized Dew.Math.TDenseMtxVec overload are provided.

See Also: Probabilities.FCDF, Probabilities.FCDFInv