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Distributions.FisherSnedecorSf

The upper tail of the F distribution: P(F > f).

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

Parameters — f is the statistic. numeratorDf and denominatorDf are the two degrees of freedom, both of which must be positive and finite.

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

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

Example — the overall significance of a model with two regressors on twenty residual degrees of freedom.

using Lodestar.Stats;

double overall = Distributions.FisherSnedecorSf(4.0, 2.0, 20.0);  // => 0.0345716…

// Far into the tail, where an absolute tolerance would accept a zero.
double extreme = Distributions.FisherSnedecorSf(500.0, 3.0, 100.0);  // => 4.8466962308085…

Remarks — the same tail one-way ANOVA already reports here, exposed for a caller that computed its own F — a regression's overall test, or a nested-model comparison — rather than handing this package its groups.

The two degrees of freedom are not interchangeable: FisherSnedecorSf(f, a, b) and FisherSnedecorSf(f, b, a) are different numbers, and the numerator's is the one that counts the constraints being tested.

Applies to — net10.0, netstandard2.0.

See also — OneWayAnova, Distributions.StudentSf.