mxnet.np.random.f

f(dfnum, dfden, size=None, device=None)

Draw samples from an F distribution.

Samples are drawn from an F distribution with specified parameters, dfnum (degrees of freedom in numerator) and dfden (degrees of freedom in denominator), where both parameters must be greater than zero.

The random variate of the F distribution (also known as the Fisher distribution) is a continuous probability distribution that arises in ANOVA tests, and is the ratio of two chi-square variates.

Parameters

  • dfnum (float or ndarray of floats) – Degrees of freedom in numerator, must be > 0.

  • dfden (float or ndarray of float) – Degrees of freedom in denominator, must be > 0.

  • size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. If size is None (default), a single value is returned if dfnum and dfden are both scalars. Otherwise, np.broadcast(dfnum, dfden).size samples are drawn.

  • device (Device, optional) – Device context of output. Default is current device.

Returns

out – Drawn samples from the parameterized Fisher distribution.

Return type

ndarray or scalar

Examples

An example from Glantz[1], pp 47-40:

Two groups, children of diabetics (25 people) and children from people without diabetes (25 controls). Fasting blood glucose was measured, case group had a mean value of 86.1, controls had a mean value of 82.2. Standard deviations were 2.09 and 2.49 respectively. Are these data consistent with the null hypothesis that the parents diabetic status does not affect their children’s blood glucose levels? Calculating the F statistic from the data gives a value of 36.01.

Draw samples from the distribution:

>>> dfnum = 1. # between group degrees of freedom
>>> dfden = 48. # within groups degrees of freedom
>>> s = np.random.f(dfnum, dfden, 1000)

The lower bound for the top 1% of the samples is :

>>> np.sort(s)[-10]
7.61988120985 # random

So there is about a 1% chance that the F statistic will exceed 7.62, the measured value is 36, so the null hypothesis is rejected at the 1% level.