Stats distributions fishersnedecorcdf - CyrilB1531/lodestar GitHub Wiki

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Distributions.FisherSnedecorCdf

The F lower tail: P(F ≤ f).

public static double FisherSnedecorCdf(double f, double numeratorDf, double denominatorDf)

Parameters — f is the statistic; below zero the tail is zero, and NaN answers NaN. numeratorDf and denominatorDf are the two degrees of freedom, each of which must be positive and finite.

Returns — scipy.stats.f.cdf(f, dfn, dfd).

Exceptions — ArgumentOutOfRangeException when either degrees of freedom is not positive, NaN included. A df of 5e-324, whose half is not a double, is refused too (#1690).

Example — the mass below an overall test statistic of four.

using Lodestar.Stats;

double below = Distributions.FisherSnedecorCdf(4.0, 2.0, 20.0);   // => 0.965428…

Remarks — The regularized incomplete beta I_y(d₁/2, dā‚‚/2) at y = d₁f/(d₁f + dā‚‚), evaluated on its own side, never as one minus FisherSnedecorSf. y and 1 āˆ’ y are each formed by division, so at shapes (1e10, 1), where y rounds to one, the complement still carries its digits; at +āˆž the tail is one.

Applies to — net10.0, netstandard2.0.

See also — Distributions.FisherSnedecorSf, Distributions.FisherSnedecorQuantile.