F distribution

mpsci.distributions.f.cdf(x, dfn, dfd)

Cumulative distribution function of the F distribution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

mpsci.distributions.f.entropy(dfn, dfd)

Differential entropy of the F distribution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

mpsci.distributions.f.invcdf(p, dfn, dfd)

Inverse of the CDF of the F distriution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

mpsci.distributions.f.invsf(p, dfn, dfd)

Inverse of the survival function of the F distriution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

mpsci.distributions.f.logpdf(x, dfn, dfd)

Natural log. of the probability density function of the F distribution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

mpsci.distributions.f.mean(dfn, dfd)

Mean of the F distribution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

For a finite mean, dfd must be greater than 2. If dfd is less than or equal to 2, this function returns inf.

mpsci.distributions.f.pdf(x, dfn, dfd)

Probability density function of the F distribution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

mpsci.distributions.f.sf(x, dfn, dfd)

Survival function of the F distribution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

mpsci.distributions.f.support(dfn, dfd)

Support of the F distribution.

mpsci.distributions.f.var(dfn, dfd)

Variance of the F distribution.

dfn and dfd are the numerator and denominator degrees of freedom, resp.

For a finite variance, dfd must be greater than 4. If dfd is less than or equal to 4, this function returns inf.