Hi.
I am a new user in programming and in statistics so I want to learn all the things that I can. I try to code a PDF of F Distribution which formula have taken from Wikipedia (Distribución F - Wikipedia, la enciclopedia libre). The code is the next one:
I do not know if I am right or even if my code is right, so feel free to give any advice since I am learning by my way and I want to improve my programming skills.
Also, my objective is to make an histogram and plot this. I know that there is Distributions Package in Julia, but I wanted to practice by using the formula given by wikipedia. How do you would histogram and plot this program?
If you’d like to build your own F distribution pdf, it can be helpful to use the Distributions.jl F distribution as a guide.
using Distributions
using StatsPlots
To construct an F distribution pdf, you’ll first have to define a beta function.
# Only for integers x > 0, y > 0.
β(x::Real, y::Real) = factorial(x - 1) * factorial(y - 1) / factorial(x + y - 1)
Fpdf(d1::Real, d2::Real, x::Number) = sqrt((d1 * x)^d1 * d2^d2 / (d1 * x + d2)^(d1 + d2)) / (x * β(d1 / 2, d2 / 2))
Specify your two parameters, create the Distributions.jl F distribution and plot both pdfs together to see if they line up.
d1 = 10.0
d2 = 2.0
d = FDist(d1, d2) # from Distributions.jl
x = collect(0:0.1:50)
plot(x, pdf.(d, x), label="FDist")
plot!(x, Fpdf.(d1, d2, x), label="Fpdf")
You can also create a histogram using StatsPlots, but you need data to bin. As an example, draw random numbers from the distribution d and plot the histogram alongside the pdfs.
y = rand(d, 100)
histogram!(y, normalize=:pdf, label="rand")
