public void Bug5886()
{
// the inverse CDF of the F-distribution would fail for d2 <= 2
double d1 = 1.0;
double d2 = 0.1;
FisherDistribution F = new FisherDistribution(d1, d2);
double x1 = F.InverseLeftProbability(0.6);
Console.WriteLine(x1);
double P = F.LeftProbability(x1);
Console.WriteLine(P);
}
public void Bug5886()
{
// the inverse CDF of the F-distribution would fail for d2 <= 2
double d1 = 1.0;
double d2 = 0.1;
FisherDistribution F = new FisherDistribution(d1, d2);
double x1 = F.InverseLeftProbability(0.6);
Console.WriteLine(x1);
double P = F.LeftProbability(x1);
Console.WriteLine(P);
}
public void FisherInversion()
{
// x ~ Fisher(a,b) => 1/x ~ Fisher(b,a)
FisherDistribution f = new FisherDistribution(2.3, 5.6);
FisherDistribution fi = new FisherDistribution(f.DenominatorDegreesOfFreedom, f.NumeratorDegreesOfFreedom);
Random rng = new Random(1);
for (int i = 0; i < 10; i++)
{
double x = f.GetRandomValue(rng);
double xi = 1.0 / x;
// LeftProbability <-> RightProbability because as x increases, 1/x decreases
Assert.IsTrue(TestUtilities.IsNearlyEqual(f.LeftProbability(x), fi.RightProbability(xi)));
}
}
public void FisherInversion()
{
// x ~ Fisher(a,b) => 1/x ~ Fisher(b,a)
FisherDistribution f = new FisherDistribution(2.3, 5.6);
FisherDistribution fi = new FisherDistribution(f.DenominatorDegreesOfFreedom, f.NumeratorDegreesOfFreedom);
Random rng = new Random(1);
for (int i = 0; i < 10; i++) {
double x = f.GetRandomValue(rng);
double xi = 1.0 / x;
// LeftProbability <-> RightProbability because as x increases, 1/x decreases
Assert.IsTrue(TestUtilities.IsNearlyEqual(f.LeftProbability(x), fi.RightProbability(xi)));
}
}