FSharp.Stats.Distributions.Continuous Namespace

Type Description

Beta

Beta distribution

Chi

Chi distribution.

ChiSquared

ChiSquared distribution.

Exponential

Exponential distribution.

F

F-distribution

Gamma

Gamma distribution Sampling implementation based on: "A Simple Method for Generating Gamma Variables" - Marsaglia & Tsang ACM Transactions on Mathematical Software, Vol. 26, No. 3, September 2000, Pages 363-372. alpha = shape (k) beta = scale || 1 / rate (θ)

LogNormal

Log-Normal distribution.

MultivariateNormal

multivariate normal distribution.

Normal

Normal distribution.

StudentizedRange

Studentized range (q) distribution. Used in Tukey's HSD post hoc test. method from: QUANTILES FROM THE MAXIMUM STUDENTIZED RANGE DISTRIBUTION, Ferreira, Rev. Mat. Estat., v.25, n.1, p.117-135, 2007 table from: Tables of range and studentized range, Harter, 1960 and Lawal B, Applied Statistical Methods in Agriculture, Health and Life Sciences, DOI 10.1007/978-3-319-05555-8, 2014

StudentT

Student's T-distribution

Uniform

Uniform distribution.