Exemple #1
0
        /// <summary>
        ///   Gets the cumulative distribution function (cdf) for
        ///   the this distribution evaluated at point <c>x</c>.
        /// </summary>
        ///
        /// <param name="x">A single point in the distribution range.</param>
        ///
        /// <remarks>
        ///   The Cumulative Distribution Function (CDF) describes the cumulative
        ///   probability that a given value or any value smaller than it will occur.
        /// </remarks>
        ///
        public override double DistributionFunction(double x)
        {
            double v    = DegreesOfFreedom;
            double sqrt = Math.Sqrt(x * x + v);
            double u    = (x + sqrt) / (2 * sqrt);

            return(Special.Ibeta(v / 2.0, v / 2.0, u));
        }
        /// <summary>
        ///   Gets the cumulative distribution function (cdf) for
        ///   the F-distribution evaluated at point <c>x</c>.
        /// </summary>
        ///
        /// <param name="x">A single point in the distribution range.</param>
        ///
        /// <remarks>
        ///   The Cumulative Distribution Function (CDF) describes the cumulative
        ///   probability that a given value or any value smaller than it will occur.
        /// </remarks>
        ///
        public override double DistributionFunction(double x)
        {
            double u = (d1 * x) / (d1 * x + d2);

            return(Special.Ibeta(d1 * 0.5, d2 * 0.5, u));
        }