Probabilities.FStat Method

void FStat(Int32 Nu1, Int32 Nu2, ref Double AMean, ref Double AVariance, ref Double ASkewness, ref Double AKurtosis)

F (Fisher-Snedecor) distribution moments (mean, variance, skewness, excess kurtosis).

#NameDescription
1AMeanReturns the mean, = Nu2/(Nu2-2)
2defined only for Nu2 > 2.
3AVarianceReturns the variance
4defined only for Nu2 > 4.
5ASkewnessReturns the skewness
6defined only for Nu2 > 6.
7AKurtosisReturns the EXCESS kurtosis
8defined only for Nu2 > 8.
9Nu1Numerator degrees of freedom, integer > 0.
10Nu2Denominator degrees of freedom, integer > 0.

Result: stored in self (calling object)

Remarks:

Returns the moments of the F distribution. Each moment exists only when the denominator degrees of freedom nu_2 is large enough (mean needs nu_2 > 2, variance nu_2 > 4, skewness nu_2 > 6, kurtosis nu_2 > 8); any moment whose condition is not met is returned as NAN. If nu_1 <= 0 or nu_2 <= 0 all four outputs are NAN.