Accord.Statistics.Distributions.Univariate.FDistribution.ProbabilityDensityFunction C# (CSharp) Method

ProbabilityDensityFunction() public method

Gets the probability density function (pdf) for the F-distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public ProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range.
return double
        public override double ProbabilityDensityFunction(double x)
        {
            double u = System.Math.Pow(d1*x, d1)*System.Math.Pow(d2, d2)/
                       System.Math.Pow(d1*x + d2, d1 + d2);
            return System.Math.Sqrt(u)/(x*b);
        }

Usage Example

Example #1
0
        public void ConstructorTest()
        {
            var F = new FDistribution(degrees1: 8, degrees2: 5);

            double mean = F.Mean;     // 1.6666666666666667
            double median = F.Median; // 1.0545096252132447
            double var = F.Variance;  // 7.6388888888888893

            double cdf = F.DistributionFunction(x: 0.27); // 0.049463408057268315
            double pdf = F.ProbabilityDensityFunction(x: 0.27); // 0.45120469723580559
            double lpdf = F.LogProbabilityDensityFunction(x: 0.27); // -0.79583416831212883

            double ccdf = F.ComplementaryDistributionFunction(x: 0.27); // 0.95053659194273166
            double icdf = F.InverseDistributionFunction(p: cdf); // 0.27

            double hf = F.HazardFunction(x: 0.27); // 0.47468419528555084
            double chf = F.CumulativeHazardFunction(x: 0.27); // 0.050728620222091653

            string str = F.ToString(CultureInfo.InvariantCulture); // F(x; df1 = 8, df2 = 5)

            Assert.AreEqual(1.6666666666666667, mean);
            Assert.AreEqual(1.0545096252132447, median);
            Assert.AreEqual(7.6388888888888893, var);
            Assert.AreEqual(0.050728620222091653, chf);
            Assert.AreEqual(0.049463408057268315, cdf);
            Assert.AreEqual(0.45120469723580559, pdf);
            Assert.AreEqual(-0.79583416831212883, lpdf);
            Assert.AreEqual(0.47468419528555084, hf);
            Assert.AreEqual(0.95053659194273166, ccdf);
            Assert.AreEqual(0.27, icdf);
            Assert.AreEqual("F(x; df1 = 8, df2 = 5)", str);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.FDistribution::ProbabilityDensityFunction