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F-distribution

This section contains functions for working with F-distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the law of Fisher's F-distribution. The F-distribution is defined by the following formula:

pdf_F_distribution

where:

  • x – value of the random variable
  • ν1 – the first parameter of distribution (number of degrees of freedom)
  • ν2 – the second parameter of distribution (number of degrees of freedom)

 

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityF

Calculates the probability density function of the F-distribution

MathCumulativeDistributionF

Calculates the value of the F-distribution function

MathQuantileF

Calculates the value of the inverse F-distribution function for the specified probability

MathRandomF

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the Fisher's law

MathMomentsF

Calculates the theoretical numerical values of the first 4 moments of the Fisher's F-distribution


Updated: 2017.01.10