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Distfun >> Distfun > F > distfun_frnd

distfun_frnd

F-Distribution random numbers

Calling Sequence

R = distfun_frnd(v1,v2)
R = distfun_frnd(v1,v2,[m,n])
R = distfun_frnd(v1,v2,m,n)

Parameters

v1 :

a matrix of doubles, numerator degrees of freedom, v1>0 (can be non integer).

v2 :

a matrix of doubles, denominator degrees of freedom, v2>0 (can be non integer).

m :

a 1-by-1 matrix of floating point integers, the number of rows of R

n :

a 1-by-1 matrix of floating point integers, the number of columns of R

R:

a matrix of doubles, the random numbers in the set [0,∞).

Description

Generates random variables from the F-distribution function.

Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.

Examples

// set the initial seed for tests
distfun_seedset(1);
// Test with expanded v1 and v2
computed = distfun_frnd(1:6,1:6)
expected = [
2.905302978312094830D-01
1.579862093854028371D-01
1.642623974391084429D+00
6.260081014837054481D-01
4.407037914058102857D-01
2.654717535342397405D-01
]'

// Check R = distfun_frnd(v1,v2,v)
computed = size(distfun_frnd(2,5,[3 3]))
expected = [3 3]

// Check mean and variance
N = 5000;
v1 = 3;
v2 = 5;
R = distfun_frnd(v1,v2,[1 N]);
RM = mean(R)
RV = variance(R)
[M,V] = distfun_fstat(v1,v2)

// Make a plot of the actual distribution of the numbers
v1 = 10;
v2 = 50;
data = distfun_frnd(v1,v2,1,1000);
scf();
histplot(20,data)
x = linspace(0,4,1000);
y = distfun_fpdf(x,v1,v2);
plot(x,y)
xtitle("F Random Numbers","X","Density")
legend(["Empirical","PDF"]);

// Make a plot of a ratio of chi-square random numbers
v1 = 10;
v2 = 50;
R1 = distfun_chi2rnd(v1,1,1000);
R2 = distfun_chi2rnd(v2,1,1000);
data = (R1./v1)./(R2./v2);
scf();
histplot(20,data)
x = linspace(0,4,1000);
y = distfun_fpdf(x,v1,v2);
plot(x,y)
xtitle("$\textrm{Random Numbers }\frac{R_1/v_1}{R_2/v_2}$","X","Density")
legend(["Empirical","PDF"]);

Bibliography

http://en.wikipedia.org/wiki/F-distribution

Authors


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