public void ConstructorTest()
{
var F = new FDistribution(degrees1: 8, degrees2: 5);
double mean = F.Mean; // 1.6666666666666667
double median = F.Median; // 1.0545096252132447
double var = F.Variance; // 7.6388888888888893
double cdf = F.DistributionFunction(x: 0.27); // 0.049463408057268315
double pdf = F.ProbabilityDensityFunction(x: 0.27); // 0.45120469723580559
double lpdf = F.LogProbabilityDensityFunction(x: 0.27); // -0.79583416831212883
double ccdf = F.ComplementaryDistributionFunction(x: 0.27); // 0.95053659194273166
double icdf = F.InverseDistributionFunction(p: cdf); // 0.27
double hf = F.HazardFunction(x: 0.27); // 0.47468419528555084
double chf = F.CumulativeHazardFunction(x: 0.27); // 0.050728620222091653
string str = F.ToString(CultureInfo.InvariantCulture); // F(x; df1 = 8, df2 = 5)
Assert.AreEqual(1.6666666666666667, mean);
Assert.AreEqual(1.0545096252132447, median);
Assert.AreEqual(7.6388888888888893, var);
Assert.AreEqual(0.050728620222091653, chf);
Assert.AreEqual(0.049463408057268315, cdf);
Assert.AreEqual(0.45120469723580559, pdf);
Assert.AreEqual(-0.79583416831212883, lpdf);
Assert.AreEqual(0.47468419528555084, hf);
Assert.AreEqual(0.95053659194273166, ccdf);
Assert.AreEqual(0.27, icdf);
Assert.AreEqual("F(x; df1 = 8, df2 = 5)", str);
}
public void ConstructorTest()
{
var F = new FDistribution(degrees1: 8, degrees2: 5);
double mean = F.Mean; // 1.6666666666666667
double median = F.Median; // 1.0545096252132447
double var = F.Variance; // 7.6388888888888893
double mode = F.Mode; // 0.5357142857142857
double cdf = F.DistributionFunction(x: 0.27); // 0.049463408057268315
double pdf = F.ProbabilityDensityFunction(x: 0.27); // 0.45120469723580559
double lpdf = F.LogProbabilityDensityFunction(x: 0.27); // -0.79583416831212883
double ccdf = F.ComplementaryDistributionFunction(x: 0.27); // 0.95053659194273166
double icdf = F.InverseDistributionFunction(p: cdf); // 0.27
double hf = F.HazardFunction(x: 0.27); // 0.47468419528555084
double chf = F.CumulativeHazardFunction(x: 0.27); // 0.050728620222091653
string str = F.ToString(CultureInfo.InvariantCulture); // F(x; df1 = 8, df2 = 5)
Assert.AreEqual(1.6666666666666667, mean);
Assert.AreEqual(1.0545096252132447, median);
Assert.AreEqual(7.6388888888888893, var);
Assert.AreEqual(0.5357142857142857, mode);
Assert.AreEqual(0.050728620222091653, chf);
Assert.AreEqual(0.049463408057268315, cdf);
Assert.AreEqual(0.45120469723580559, pdf);
Assert.AreEqual(-0.79583416831212883, lpdf);
Assert.AreEqual(0.47468419528555084, hf);
Assert.AreEqual(0.95053659194273166, ccdf);
Assert.AreEqual(0.27, icdf);
Assert.AreEqual("F(x; df1 = 8, df2 = 5)", str);
var range1 = F.GetRange(0.95);
var range2 = F.GetRange(0.99);
var range3 = F.GetRange(0.01);
Assert.AreEqual(0.27118653875813753, range1.Min);
Assert.AreEqual(4.8183195356568689, range1.Max);
Assert.AreEqual(0.15078805233761733, range2.Min);
Assert.AreEqual(10.289311046135927, range2.Max);
Assert.AreEqual(0.1507880523376173, range3.Min);
Assert.AreEqual(10.289311046135927, range3.Max);
}
public void InverseDistributionFunctionTest()
{
double[] cdf =
{
0.231238, 0.404508, 0.605516, 0.86038, 1.20711, 1.71825, 2.5611, 4.23607, 9.24342
};
FDistribution target = new FDistribution(4, 2);
for (int i = 0; i < cdf.Length; i++)
{
double x = (i + 1) / 10.0;
double actual = target.InverseDistributionFunction(x);
double expected = cdf[i];
Assert.AreEqual(expected, actual, 1e-5);
Assert.IsFalse(double.IsNaN(actual));
}
}
public void MedianTest()
{
FDistribution target = new FDistribution(2, 3);
Assert.AreEqual(target.Median, target.InverseDistributionFunction(0.5));
}
