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Mathematica > Data Manipulation > Statistical Data Analysis > Probability & Statistics > Parametric Statistical Distributions > Normal and Related Distributions > FisherZDistribution >
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FisherZDistribution

FisherZDistribution
represents a Fisher distribution with n numerator and m denominator degrees of freedom.
MORE INFORMATION
  • The probability density for value in a Fisher distribution is proportional to for all real .
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Basic Examples   (4)
Probability density function:
Cumulative distribution function:
Mean:
Median:
Probability density function:
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Cumulative distribution function:
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Mean:
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Median:
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Scope   (7)
Generate a set of pseudorandom numbers that are Fisher distributed:
Compare its histogram to the PDF:
Distribution parameters estimation:
Estimate the distribution parameters from sample data:
Compare the density histogram of the sample with the PDF of the estimated distribution:
Skewness:
Kurtosis:
Different moments with closed forms as functions of parameters, including Moment:
Hazard function:
Quantile function:
Applications   (1)
Given a binormal sample, the -statistic follows a shifted FisherZDistribution:
Generate the distribution of -statistics for binormal samples of size :
Visually compare the -statistic distribution to a shifted FisherZDistribution:
DistributionFitTest confirms the result:
Properties & Relations   (3)
Parameter influence on the CDF for each :
Relationships to other distributions:
Fisher distribution is a transformation of FRatioDistribution:
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