DuckDB Extensions
Fisher F functions in the Stochastic DuckDB extension
Function category
Fisher F
19 functionsF distribution — ratio of two scaled chi-squared variates. Backbone of ANOVA and regression hypothesis tests.
Signature
dist_fisher_f_cdf(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the cumulative distribution function (CDF) of the fisher_f distribution. Returns the probability that a random variable X is less than or equal to x.
1
Example 1
SELECT dist_fisher_f_cdf(5, 10, 0.5);Output
| dist_fisher_f_cdf(5, 10, 0.5) |
|---|
| 0.22997511934989848 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_cdf_complement(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the complementary cumulative distribution function (1 - CDF) of the fisher_f distribution. Returns the probability that X > x, equivalent to the survival function.
1
Example 1
SELECT dist_fisher_f_cdf_complement(5, 10, 0.5);Output
| dist_fisher_f_cdf_complement(5, 10, 0.5) |
|---|
| 0.7700248806501016 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_chf(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the cumulative hazard function of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_chf(5, 10, 0.5);Output
| dist_fisher_f_chf(5, 10, 0.5) |
|---|
| 0.26133245212384676 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_hazard(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the hazard function of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_hazard(5, 10, 0.5);Output
| dist_fisher_f_hazard(5, 10, 0.5) |
|---|
| 0.8929672534608285 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_kurtosis(d1: DOUBLE, d2: DOUBLE) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the kurtosis of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_kurtosis(5, 10);Output
| dist_fisher_f_kurtosis(5, 10) |
|---|
| 53.86153846153846 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_kurtosis_excess(d1: DOUBLE, d2: DOUBLE) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the excess kurtosis of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_kurtosis_excess(5, 10);Output
| dist_fisher_f_kurtosis_excess(5, 10) |
|---|
| 50.86153846153846 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_log_cdf(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the natural logarithm of the cumulative distribution function (CDF) of the fisher_f distribution. Returns the logarithm of the probability that a random variable X is less than or equal to x.
1
Example 1
SELECT dist_fisher_f_log_cdf(5, 10, 0.5);Output
| dist_fisher_f_log_cdf(5, 10, 0.5) |
|---|
| -1.469784152650039 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_log_cdf_complement(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the natural logarithm of the complementary cumulative distribution function (1 - CDF) of the fisher_f distribution. Returns the logarithm of the probability that X > x, equivalent to the survival function.
1
Example 1
SELECT dist_fisher_f_log_cdf_complement(5, 10, 0.5);Output
| dist_fisher_f_log_cdf_complement(5, 10, 0.5) |
|---|
| -0.26133245212384676 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_log_pdf(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the natural logarithm of the probability density function (log-PDF) of the fisher_f distribution. Useful for numerical stability when dealing with very small probabilities.
1
Example 1
SELECT dist_fisher_f_log_pdf(5, 10, 0.5);Output
| dist_fisher_f_log_pdf(5, 10, 0.5) |
|---|
| -0.374537821158486 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_median(d1: DOUBLE, d2: DOUBLE) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the median (50th percentile) of the fisher_f distribution, which equals the mean.
1
Example 1
SELECT dist_fisher_f_median(5, 10);Output
| dist_fisher_f_median(5, 10) |
|---|
| 0.931933160851048 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_mode(d1: DOUBLE, d2: DOUBLE) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the mode (most likely value) of the fisher_f distribution, which equals the mean.
1
Example 1
SELECT dist_fisher_f_mode(5, 10);Output
| dist_fisher_f_mode(5, 10) |
|---|
| 0.5 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_pdf(
d1: DOUBLE,
d2: DOUBLE,
x: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
x
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the probability density function (PDF) of the fisher_f distribution. Returns the probability densityat point x for a fisher_f distribution with specified parameters.
1
Example 1
SELECT dist_fisher_f_pdf(5, 10, 0.5);Output
| dist_fisher_f_pdf(5, 10, 0.5) |
|---|
| 0.6876070027706235 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_quantile(
d1: DOUBLE,
d2: DOUBLE,
p: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
p
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the quantile function (inverse CDF) of the fisher_f distribution. Returns the value x such that P(X ≤ x) = p, where p is the cumulative probability.
1
Example 1
SELECT dist_fisher_f_quantile(5, 10, 0.95);Output
| dist_fisher_f_quantile(5, 10, 0.95) |
|---|
| 3.3258345304130104 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
Signature
dist_fisher_f_quantile_complement(
d1: DOUBLE,
d2: DOUBLE,
p: DOUBLE
) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
p
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Computes the complementary quantile function of the fisher_f distribution. Returns the value x such that P(X > x) = p, useful for computing upper tail quantiles.
1
Example 1
SELECT dist_fisher_f_quantile_complement(5, 10, 0.05);Output
| dist_fisher_f_quantile_complement(5, 10, 0.05) |
|---|
| 3.325834530413012 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_range(d1: DOUBLE, d2: DOUBLE) → DOUBLE[2]
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the range of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_range(5, 10);Output
| dist_fisher_f_range(5, 10) |
|---|
| (0.0, 1.7976931348623157e+308) |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_sample(d1: DOUBLE, d2: DOUBLE) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Generates random samples from the fisher_f distribution with specified parameters.
1
Example 1
SELECT dist_fisher_f_sample(5, 10);Output
| dist_fisher_f_sample(5, 10) |
|---|
| 0.49664940365181015 |
Related functions
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_skewness(d1: DOUBLE, d2: DOUBLE) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the skewness of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_skewness(5, 10);Output
| dist_fisher_f_skewness(5, 10) |
|---|
| 3.8670203198129376 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_support(d1: DOUBLE, d2: DOUBLE) → DOUBLE[2]
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the support of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_support(5, 10);Output
| dist_fisher_f_support(5, 10) |
|---|
| (0.0, 1.7976931348623157e+308) |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution
Signature
dist_fisher_f_variance(d1: DOUBLE, d2: DOUBLE) → DOUBLE
Arguments (Positional)
| Argument | Type | Mode | Description |
|---|---|---|---|
Argument
d1
|
Type
DOUBLE
|
Mode Positional | Description |
Argument
d2
|
Type
DOUBLE
|
Mode Positional | Description |
Description
Returns the variance (σ²) of the fisher_f distribution.
1
Example 1
SELECT dist_fisher_f_variance(5, 10);Output
| dist_fisher_f_variance(5, 10) |
|---|
| 1.3541666666666667 |
Related functions
- dist_fisher_f_sample() — Generates random samples from the fisher_f distribution with specified parameters
- dist_fisher_f_pdf() — Computes the probability density function (PDF) of the fisher_f distribution
- dist_fisher_f_cdf() — Computes the cumulative distribution function (CDF) of the fisher_f distribution
- dist_fisher_f_quantile() — Computes the quantile function (inverse CDF) of the fisher_f distribution