Go to the first, previous, next, last section, table of contents.

The F-distribution

The F-distribution arises in statistics. If @math{Y_1} and @math{Y_2} are chi-squared deviates with @math{\nu_1} and @math{\nu_2} degrees of freedom then the ratio,

has an F-distribution @math{F(x;\nu_1,\nu_2)}.

Random: double gsl_ran_fdist (const gsl_rng * r, double nu1, double nu2)
This function returns a random variate from the F-distribution with degrees of freedom nu1 and nu2. The distribution function is,

for @c{$x \ge 0$} @math{x >= 0}.

Function: double gsl_ran_fdist_pdf (double x, double nu1, double nu2)
This function computes the probability density @math{p(x)} at x for an F-distribution with nu1 and nu2 degrees of freedom, using the formula given above.


Go to the first, previous, next, last section, table of contents.