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git-svn-id: https://cppannotations.svn.sourceforge.net/svnroot/cppannotations/trunk@493 f6dd340e-d3f9-0310-b409-bdd246841980
43 lines
1.7 KiB
Text
43 lines
1.7 KiB
Text
The ti(fisher_f_distribution<RealType = double>) is intensively used in
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statistical methods like the Analysis of Variance. It is the distribution
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resulting from dividing two em(Chi-squared) distributions.
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It is characterized by two parameters, being the degrees of freedom of the two
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chi-squared distributions.
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Note that even though the distribution's parameter tt(n) usually is an
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integral value, it doesn't have to be integral, as the Fisher F distribution
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is constructed from Chi-squared distributions that accept a non-integral
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parameter value (see also section ref(CHISQUARED)).
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Defined types:
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verb(
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typedef RealType result_type;
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struct param_type
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{
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explicit param_type(RealType m = RealType(1),
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RealType n = RealType(1));
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RealType m() const; // The degrees of freedom of the nominator
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RealType n() const; // The degrees of freedom of the denominator
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};
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)
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Constructors and members:
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itemization(
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itt(fisher_f_distribution<>(RealType m = RealType(1),
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RealType n = RealType(1)))
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constructs a fisher_f distribution with specified degrees of freedom.
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itt(fisher_f_distribution<>(param_type const ¶m))
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constructs a fisher_f distribution according to the values stored in
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the tt(param) struct.
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itt(RealType m() const)nl()
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returns the degrees of freedom of the nominator;
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itt(RealType n() const)nl()
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returns the degrees of freedom of the denominator;
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itt(result_type min() const)nl()
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returns 0;
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itt(result_type max() const)nl()
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returns the maximum value of tt(result_type);
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)
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