statistics v0.4.0 Statistics.Distributions.F

The F distribution

Note that ppf/2 and rand/2 here are very slow.

Summary

Functions

The cumulative density function

The probability density function

The percentile-point function

Draw a random number from an F distribution

Functions

cdf(d1, d2)

Specs

cdf(number, number) :: (... -> any)

The cumulative density function

Examples

iex> Statistics.Distributions.F.cdf(1,1).(1)
0.4971668763845647

NOTE this is rather imprecise owing to the use of numerical integration of Beta.pdf/2 to approximate the regularised incomplete beta function

pdf(d1, d2)

Specs

pdf(number, number) :: (... -> any)

The probability density function

Examples

iex> Statistics.Distributions.F.pdf(1,1).(1)
0.15915494309189537
ppf(d1, d2)

Specs

ppf(number, number) :: (... -> any)

The percentile-point function

Examples

iex> Statistics.Distributions.F.ppf(1,1).(1)
1.0180414899099999
rand(d1, d2)

Specs

rand(number, number) :: number

Draw a random number from an F distribution