Statistics.Distributions.F (statistics v0.6.3)

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

@spec 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

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

The probability density function

Examples

iex> Statistics.Distributions.F.pdf(1,1).(1)
0.15915494309189537
@spec ppf(number(), number()) :: (... -> any())

The percentile-point function

Examples

iex> Statistics.Distributions.F.ppf(1,1).(1)
1.0180414899099999
@spec rand(number(), number()) :: number()

Draw a random number from an F distribution