Probabilities::FStat Function

void FStat(int Nu1, int Nu2, double &AMean, double &AVariance, double &ASkewness, double &AKurtosis);

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

#NameTypeDescription
1Nu1intNumerator degrees of freedom, integer > 0.
2Nu2intDenominator degrees of freedom, integer > 0.
3AMeandouble &Returns the mean, = Nu2/(Nu2-2); defined only for Nu2 > 2.
4AVariancedouble &Returns the variance; defined only for Nu2 > 4.
5ASkewnessdouble &Returns the skewness; defined only for Nu2 > 6.
6AKurtosisdouble &Returns the EXCESS kurtosis; defined only for Nu2 > 8.
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.

Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler