udf: UNU.RAN object for F distribution

In Runuran: R Interface to the 'UNU.RAN' Random Variate Generators

UNU.RAN object for F distribution

Description

Create UNU.RAN object for an F distribution with mean with df1 and df2 degrees of freedom.

[Distribution] – F.

Usage

udf(df1, df2, lb=0, ub=Inf)

Arguments

df1, df2	(strictly positive) degrees of freedom. Non-integer values allowed.
lb	lower bound of (truncated) distribution.
ub	upper bound of (truncated) distribution.

Details

The F distribution with df1 = n1 and df2 = n2 degrees of freedom has density

f(x) = Gamma((n1 + n2)/2) / (Gamma(n1/2) Gamma(n2/2)) * (n1/n2)^(n1/2) x^(n1/2 - 1) * (1 + (n1/n2) x)^(-(n1 + n2)/2)

for x > 0.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 27, p. 332

See Also

unuran.cont.

Examples

## Create distribution object for F distribution
distr <- udf(df1=3,df2=6)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

Runuran documentation built on Jan. 17, 2023, 5:17 p.m.