Fisher's F

F distribution constructor.

Usage

``````var F = require( '@stdlib/math/base/dists/f/ctor' );
``````

F( [d1, d2] )

Returns a F distribution object.

``````var f = new F();

var mu = f.mean;
// returns NaN
``````

By default, `d1 = 1.0` and `d2 = 1.0`. To create a distribution having a different `d1` (numerator degrees of freedom) and `d2` (denominator degrees of freedom), provide parameter values.

``````var f = new F( 2.0, 4.0 );

var mu = f.mean;
// returns 2.0
``````

f

A F distribution object has the following properties and methods...

Writable Properties

f.d1

Numerator degrees of freedom of the distribution. `d1` must be a positive number.

``````var f = new F();

var d1 = f.d1;
// returns 1.0

f.d1 = 3.0;

d1 = f.d1;
// returns 3.0
``````

f.d2

Denominator degrees of freedom of the distribution. `d2` must be a positive number.

``````var f = new F( 2.0, 4.0 );

var d2 = f.d2;
// returns 4.0

f.d2 = 3.0;

d2 = f.d2;
// returns 3.0
``````

Computed Properties

F.prototype.entropy

Returns the differential entropy.

``````var f = new F( 4.0, 12.0 );

var entropy = f.entropy;
// returns ~1.12
``````

F.prototype.kurtosis

Returns the excess kurtosis.

``````var f = new F( 4.0, 12.0 );

var kurtosis = f.kurtosis;
// returns ~26.143
``````

F.prototype.mean

Returns the expected value.

``````var f = new F( 4.0, 12.0 );

var mu = f.mean;
// returns 1.2
``````

F.prototype.mode

Returns the mode.

``````var f = new F( 4.0, 12.0 );

var mode = f.mode;
// returns ~0.429
``````

F.prototype.skewness

Returns the skewness.

``````var f = new F( 4.0, 12.0 );

var skewness = f.skewness;
// returns ~3.207
``````

F.prototype.stdev

Returns the standard deviation.

``````var f = new F( 4.0, 12.0 );

var s = f.stdev;
// returns ~1.122
``````

F.prototype.variance

Returns the variance.

``````var f = new F( 4.0, 12.0 );

var s2 = f.variance;
// returns 1.26
``````

Methods

F.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

``````var f = new F( 2.0, 4.0 );

var y = f.cdf( 0.5 );
// returns ~0.36
``````

F.prototype.pdf( x )

Evaluates the probability density function (PDF).

``````var f = new F( 2.0, 4.0 );

var y = f.pdf( 0.8 );
// returns ~0.364
``````

F.prototype.quantile( p )

Evaluates the quantile function at probability `p`.

``````var f = new F( 2.0, 4.0 );

var y = f.quantile( 0.5 );
// returns ~0.828

y = quantile( 1.9 );
// returns NaN
``````

Examples

``````var F = require( '@stdlib/math/base/dists/f/ctor' );

var f = new F( 2.0, 4.0 );

var mu = f.mean;
// returns 1.5

var mode = f.mode;
// returns ~0.45

var s2 = f.variance;
// returns 4.05

var y = f.cdf( 0.8 );
// returns ~0.412
``````