19.18 The F-distribution

The F-distribution arises in statistics. If Y_1 and Y_2 are chi-squared deviates with \nu_1 and \nu_2 degrees of freedom then the ratio, has an F-distribution F(x;\nu_1,\nu_2).

Function: double gsl_ran_fdist (const gsl_rng * r, double nu1, double nu2)

This function returns a random variate from the F-distribution with degrees of freedom nu1 and nu2. The distribution function is, for x >= 0.

Function: double gsl_ran_fdist_pdf (double x, double nu1, double nu2)

This function computes the probability density p(x) at x for an F-distribution with nu1 and nu2 degrees of freedom, using the formula given above.

Function: double gsl_cdf_fdist_P (double x, double nu1, double nu2)

Function: double gsl_cdf_fdist_Q (double x, double nu1, double nu2)

Function: double gsl_cdf_fdist_Pinv (double P, double nu1, double nu2)

Function: double gsl_cdf_fdist_Qinv (double Q, double nu1, double nu2)

These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the F-distribution with nu1 and nu2 degrees of freedom.