Summary
F probability density function (PDF).
Unit
Probabilities
Declaration
Function FPDF(x: TSample; Nu1, Nu2: Integer): TSample;
| Parameter | Description |
|---|
| x | Defines distribution parameter, valid on [0,INF) interval. |
| Nu1 | Defines distribution degrees of freedom. Nu1 must be a positive integer. |
| Nu2 | Defines distribution degrees of freedom. Nu2 must be a positive integer. |
Result
the F probability density function (PDF) for integer parameters Nu1 and Nu2 (degrees of freedom) at the value x. Both Nu1 and Nu2 must be positive integer numbers, otherwise the result is NAN.
Description
Calculates the Fisher (F) probability density function, defined by the equation:

where n1=Nu1 and n2=Nu2 are degrees of freedom, and G is the gamma function.
The most widely applied of all statistical techniques, the analysis of variance, depends heavily on the comparison of mutually independent "sum of squares" which are proportional to the chi-squared variables. The F distribution can defined in terms of a chi-squared distribution. In particular, any F random variable can be written as the ration of two independent chi-squared random variables, each divided by their respective degrees of freedom.
Parameters:- Nu1: (1,2,3,...)
- Nu2: (1,2,3,...)
Support: x: [0,INF)
Categories
Continuous probabilities
Declaration
Procedure FPDF(X: TDenseMtxVec; Nu1, Nu2: Integer; Res: TDenseMtxVec);
Description
Calculates the F PDF for vector X using the parameters Nu1 and Nu2. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.
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