edu.northwestern.at.utils.math.distributions

Class FishersF

java.lang.Object

edu.northwestern.at.utils.math.distributions.FishersF

public class FishersF
extends java.lang.Object

Fisher's F distribution functions.

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	FishersF() Make class non-instantiable but inheritable.

Method Summary

Methods

Modifier and Type	Method and Description
static double	f(double f, double dfn, double dfd) Compute probability for Fisher's F distribution.
static double	fInverse(double p, double dfn, double dfd) Compute percentage point for Fisher's F distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FishersF

protected FishersF()

Make class non-instantiable but inheritable.

Method Detail

f

public static double f(double f,
       double dfn,
       double dfd)
                throws java.lang.IllegalArgumentException

Compute probability for Fisher's F distribution.

Parameters:

f - Percentage point of Fisher's F distribution

dfn - Numerator degrees of freedom

dfd - Denominator degrees of freedom

Returns:

The corresponding probabiity for Fisher's F distribution.

Throws:

java.lang.IllegalArgumentException - if dfn <= 0 or dfd <= 0 .

fprob(f) = incompleteBeta( dfd/(dfd*f*dfn), df/2, dfn/2 )

The result is accurate to about 14 decimal digits.

fInverse

public static double fInverse(double p,
              double dfn,
              double dfd)
                       throws java.lang.IllegalArgumentException

Compute percentage point for Fisher's F distribution.

Parameters:

p - Probability level for percentage point.

dfn - Numerator degrees of freedom.

dfd - Denominator degrees of freedom.

Returns:

The corresponding probabiity for Fisher's F distribution.

Throws:

java.lang.IllegalArgumentException - if p < 0 or p > 1 or dfn <= 0 or dfd <= 0 .

java.lang.ArithmeticException - if incomplete beta evaluation fails