Creates a F distribution object (Continuous Distribution).

The F distribution is the distribution of the ratio of two independent chi-square random variables divided by their respective degrees of freedom.

We suppose that U and V are independently distributed with chi-square distributions with m and n degree of freedom respectively.

The order in which the degrees of freedom are given is important since the density of the F distribution is not symmetrical in m and n. Thus if we let U be a chi-squared random variable with m degrees of freedom and let V be a chi-squared random variable with n degrees of freedom, and let U and V be independent, then the random variable X=(U/m)/(V/n) is distributed as an F distribution with m and n degrees of freedom.

The mean of an F distribution is (n)/(n-2) and the variance of an F distribution is (2*n^2*(m+n-2))/(m*((n-2)^2)*(n-4)).

The string 'Key' resulting from a successful construction of this distribution object can be passed to the following functions in order to query (mean, std deviation and variance) or execute functions (probability function, cumulative density function etc...) based on this distribution object : CDistributionMean(), CDistributionVar(), CDistributionSTD(), CDistributionPDF(), CDistributionCDF(), CDistributionICDF() or CDistHazard(). In addition, the string 'Key' resulting from a successful construction of this distribution object will also allow you to construct a process generator object via a call to PGFDistribution(). A process generator object allows you to generate large amounts of random numbers based on this distribution.

Even though PGFDistribution() is the process generator object, the function RandomF() is the actual function that obtains the random numbers given a count parameter and the process generator string 'key'.

This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "FDist"

String CTStatDistributions.FDistribution( _
String Key, _
Long Reload, _
Long df1, _
Long df2)

=CT.STAT.FDistribution(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel Numeric Cell df1,
Excel Numeric Cell df2)

static std::string FDistribution(
std::string Key,
long Reload,
long df1,
long df2);

System.String CTStatDistributionsSA.FDistribution(
System.String Key,
System.Int32 Reload,
System.Int32 df1,
System.Int32 df2);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.