JSci.maths.statistics

Class FDistribution

java.lang.Object

JSci.maths.statistics.ProbabilityDistribution

JSci.maths.statistics.FDistribution

public final class FDistribution
extends ProbabilityDistribution

The FDistribution class provides an object for encapsulating F-distributions.

Version:

1.0

Author:

Jaco van Kooten

Constructor Summary

Constructors

Constructor and Description
FDistribution(double dgrP, double dgrQ) Constructs an F-distribution.

Method Summary

Methods

Modifier and Type	Method and Description
double	cumulative(double X) Cumulative F-distribution function.
double	getDegreesOfFreedomP() Returns the degrees of freedom p.
double	getDegreesOfFreedomQ() Returns the degrees of freedom q.
double	inverse(double probability) Inverse of the cumulative F-distribution function.
double	probability(double X) Probability density function of an F-distribution.

Methods inherited from class JSci.maths.statistics.ProbabilityDistribution

checkRange, checkRange, findRoot

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FDistribution

public FDistribution(double dgrP,
             double dgrQ)

Constructs an F-distribution.

Parameters:

dgrP - degrees of freedom p.

dgrQ - degrees of freedom q.

Method Detail

getDegreesOfFreedomP

public double getDegreesOfFreedomP()

Returns the degrees of freedom p.

getDegreesOfFreedomQ

public double getDegreesOfFreedomQ()

Returns the degrees of freedom q.

probability

public double probability(double X)

Probability density function of an F-distribution.

Specified by:

probability in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x has the value X, i.e. P(x=X).

cumulative

public double cumulative(double X)

Cumulative F-distribution function.

Specified by:

cumulative in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x is less then X, i.e. P(x<X).

inverse

public double inverse(double probability)

Inverse of the cumulative F-distribution function.

Specified by:

inverse in class ProbabilityDistribution

Returns:

the value X for which P(x<X).