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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.FisherFDist
public class FisherFDist
Extends the class ContinuousDistribution
for
the Fisher F distribution with n and m
degrees of freedom, where n and m are positive integers.
Its density is
GammaDist
.
The non-static versions of the methods cdf, barF, and inverseF call the static version of the same name.
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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FisherFDist(int n,
int m)
Constructs a Fisher F distribution with n and m degrees of freedom. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
int m,
int d,
double x)
Computes the complementary distribution function of the Fisher F distribution with parameters n and m, evaluated at x, with roughly d decimal digits of precision. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(int n,
int m,
int d,
double x)
Computes the distribution function of the Fisher F distribution with parameters n and m, evaluated at x, with roughly d decimal digits of precision. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
int m,
double x)
Computes the density function for a Fisher F distribution with n and m degrees of freedom. |
int |
getM()
Returns the parameter m of this object. |
double |
getMean()
Returns the mean. |
static double |
getMean(int n,
int m)
Computes and returns the mean E[X] = m/(m - 2) of the Fisher F distribution with parameters n and m. |
int |
getN()
Returns the parameter n of this object. |
double[] |
getParams()
Return a table containing the parameters of the current distribution. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(int n,
int m)
Computes and returns the standard deviation of the Fisher F distribution with parameters n and m. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(int n,
int m)
Computes and returns the variance of the Fisher F distribution with parameters n and m. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
int m,
int d,
double u)
Computes the inverse of the Fisher F distribution with parameters n and m, evaluated at x, with roughly d decimal digits of precision. |
void |
setParams(int n,
int m)
Sets the parameters n and m of this object. |
String |
toString()
|
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public FisherFDist(int n, int m)
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class ContinuousDistribution
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
x
- value at which the distribution function is evaluated
public double barF(double x)
ContinuousDistribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean
in interface Distribution
getMean
in class ContinuousDistribution
public double getVariance()
ContinuousDistribution
getVariance
in interface Distribution
getVariance
in class ContinuousDistribution
public double getStandardDeviation()
ContinuousDistribution
getStandardDeviation
in interface Distribution
getStandardDeviation
in class ContinuousDistribution
public static double density(int n, int m, double x)
public static double cdf(int n, int m, int d, double x)
public static double barF(int n, int m, int d, double x)
public static double inverseF(int n, int m, int d, double u)
public static double getMean(int n, int m)
public static double getVariance(int n, int m)
public static double getStandardDeviation(int n, int m)
public int getN()
public int getM()
public void setParams(int n, int m)
public double[] getParams()
public String toString()
toString
in class Object
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