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एफ वितरण
Revision as of 13:24, 27 March 2023 by
alpha>Alokchanchal
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Continuous probability distribution
Template:SHORTDESC:Continuous probability distribution
Fisher–Snedecor
Probability density function
Cumulative distribution function
Parameters
d
1
,
d
2
> 0 deg. of freedom
Support
x
∈
(
0
,
+
∞
)
{\displaystyle x\in (0,+\infty )\;}
if
d
1
=
1
{\displaystyle d_{1}=1}
, otherwise
x
∈
[
0
,
+
∞
)
{\displaystyle x\in [0,+\infty )\;}
PDF
(
d
1
x
)
d
1
d
2
d
2
(
d
1
x
+
d
2
)
d
1
+
d
2
x
B
(
d
1
2
,
d
2
2
)
{\displaystyle {\frac {\sqrt {\frac {(d_{1}x)^{d_{1}}d_{2}^{d_{2}}}{(d_{1}x+d_{2})^{d_{1}+d_{2}}}}}{x\,\mathrm {B} \!\left({\frac {d_{1}}{2}},{\frac {d_{2}}{2}}\right)}}\!}
CDF
I
d
1
x
d
1
x
+
d
2
(
d
1
2
,
d
2
2
)
{\displaystyle I_{\frac {d_{1}x}{d_{1}x+d_{2}}}\left({\tfrac {d_{1}}{2}},{\tfrac {d_{2}}{2}}\right)}
Mean
d
2
d
2
−
2
{\displaystyle {\frac {d_{2}}{d_{2}-2}}\!}
for
d
2
> 2
Mode
d
1
−
2
d
1
d
2
d
2
+
2
{\displaystyle {\frac {d_{1}-2}{d_{1}}}\;{\frac {d_{2}}{d_{2}+2}}}
for
d
1
> 2
Variance
2
d
2
2
(
d
1
+
d
2
−
2
)
d
1
(
d
2
−
2
)
2
(
d
2
−
4
)
{\displaystyle {\frac {2\,d_{2}^{2}\,(d_{1}+d_{2}-2)}{d_{1}(d_{2}-2)^{2}(d_{2}-4)}}\!}
for
d
2
> 4
Skewness
(
2
d
1
+
d
2
−
2
)
8
(
d
2
−
4
)
(
d
2
−
6
)
d
1
(
d
1
+
d
2
−
2
)
{\displaystyle {\frac {(2d_{1}+d_{2}-2){\sqrt {8(d_{2}-4)}}}{(d_{2}-6){\sqrt {d_{1}(d_{1}+d_{2}-2)}}}}\!}
for
d
2
> 6
Ex. kurtosis
see text
Entropy
ln
Γ
(
d
1
2
)
+
ln
Γ
(
d
2
2
)
−
ln
Γ
(
d
1
+
d
2
2
)
+
{\displaystyle \ln \Gamma \left({\tfrac {d_{1}}{2}}\right)+\ln \Gamma \left({\tfrac {d_{2}}{2}}\right)-\ln \Gamma \left({\tfrac {d_{1}+d_{2}}{2}}\right)+\!}
(
1
−
d
1
2
)
ψ
(
1
+
d
1
2
)
−
(
1
+
d
2
2
)
ψ
(
1
+
d
2
2
)
{\displaystyle \left(1-{\tfrac {d_{1}}{2}}\right)\psi \left(1+{\tfrac {d_{1}}{2}}\right)-\left(1+{\tfrac {d_{2}}{2}}\right)\psi \left(1+{\tfrac {d_{2}}{2}}\right)\!}
+
(
d
1
+
d
2
2
)
ψ
(
d
1
+
d
2
2
)
+
ln
d
1
d
2
{\displaystyle +\left({\tfrac {d_{1}+d_{2}}{2}}\right)\psi \left({\tfrac {d_{1}+d_{2}}{2}}\right)+\ln {\frac {d_{1}}{d_{2}}}\!}