fisher_f_distribution: Fisher F Distribution Functions

In boostmath: 'R' Bindings for the 'Boost' Math Functions

Fisher F Distribution Functions

Description

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Fisher F distribution.

Usage

fisher_f_distribution(df1, df2)

fisher_f_pdf(x, df1, df2)

fisher_f_lpdf(x, df1, df2)

fisher_f_cdf(x, df1, df2)

fisher_f_lcdf(x, df1, df2)

fisher_f_quantile(p, df1, df2)

Arguments

df1	degrees of freedom for the numerator (df1 > 0)
df2	degrees of freedom for the denominator (df2 > 0)
x	quantile
p	probability (0 <= p <= 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

See Also

Boost Documentation for more details on the mathematical background.

Examples

# Fisher F distribution with df1 = 5, df2 = 10
dist <- fisher_f_distribution(5, 10)
# Apply generic functions
cdf(dist, 0.5)
logcdf(dist, 0.5)
pdf(dist, 0.5)
logpdf(dist, 0.5)
hazard(dist, 0.5)
chf(dist, 0.5)
mean(dist)
median(dist)
mode(dist)
range(dist)
quantile(dist, 0.2)
standard_deviation(dist)
support(dist)
variance(dist)
skewness(dist)
kurtosis(dist)
kurtosis_excess(dist)

# Convenience functions
fisher_f_pdf(1, 5, 10)
fisher_f_lpdf(1, 5, 10)
fisher_f_cdf(1, 5, 10)
fisher_f_lcdf(1, 5, 10)
fisher_f_quantile(0.5, 5, 10)

boostmath documentation built on Dec. 15, 2025, 5:07 p.m.