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 ā 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 ā scipy.stats.f.cdf(f, dfn, dfd).
Exceptions ā 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 ā the mass below an overall test statistic of four.
using Lodestar.Stats;
double below = Distributions.FisherSnedecorCdf(4.0, 2.0, 20.0); // => 0.965428ā¦
Remarks ā The regularized incomplete beta I_y(dā/2, dā/2) at y = dāf/(dāf + dā), evaluated on its own side, never as one minus FisherSnedecorSf. y and 1 ā y are each formed by division, so at shapes (1e10, 1), where y rounds to one, the complement still carries its digits; at +ā the tail is one.
Applies to ā net10.0, netstandard2.0.
See also ā Distributions.FisherSnedecorSf, Distributions.FisherSnedecorQuantile.