26 Numerics library [numerics]

26.5 Random number generation [rand]

26.5.8 Random number distribution class templates [rand.dist]

26.5.8.5 Normal distributions [rand.dist.norm]

26.5.8.5.5 Class template fisher_f_distribution [rand.dist.norm.f]

1

A fisher_f_distribution random number distribution produces random numbers x≥0 distributed according to the probability density function \[% p(x\,|\,m,n) = \frac{\Gamma\big((m+n)/2\big)} {\Gamma(m/2) \; \Gamma(n/2)} \cdot \left(\frac{m}{n}\right)^{m/2} \cdot x^{(m/2)-1} \cdot {\left( 1 + \frac{m x}{n} \right)}^{-(m+n)/2} \; \mbox{.} \]

template<class RealType = double>
 class fisher_f_distribution{
public:
 // types
 typedef RealType result_type;
 typedef unspecified param_type;

 // constructor and reset functions
 explicit fisher_f_distribution(RealType m = 1, RealType n = 1);
 explicit fisher_f_distribution(const param_type& parm);
 void reset();

 // generating functions
 template<class URNG>
   result_type operator()(URNG& g);
 template<class URNG>
   result_type operator()(URNG& g, const param_type& parm);

 // property functions
 RealType m() const;
 RealType n() const;
 param_type param() const;
 void param(const param_type& parm);
 result_type min() const;
 result_type max() const;
};

explicit fisher_f_distribution(RealType m = 1, RealType n = 1);

2

Requires: 0 < m and 0 < n .

3

Effects: Constructs a fisher_f_distribution object; m and n correspond to the respective parameters of the distribution.

RealType m() const;

4

Returns: The value of the m parameter with which the object was constructed.

RealType n() const;

5

Returns: The value of the n parameter with which the object was constructed.