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22 #include <gsl/gsl_sf_gamma.h>
23 #include <gsl/gsl_rng.h>
24 #include <gsl/gsl_randist.h>
26 /* The F distribution has the form
28 p(x) dx = (nu1^(nu1/2) nu2^(nu2/2) Gamma((nu1 + nu2)/2) /
29 Gamma(nu1/2) Gamma(nu2/2)) *
30 x^(nu1/2 - 1) (nu2 + nu1 * x)^(-nu1/2 -nu2/2) dx
32 The method used here is the one described in Knuth */
35 gsl_ran_fdist (const gsl_rng * r, const double nu1, const double nu2)
38 double Y1 = gsl_ran_gamma (r, nu1 / 2, 2.0);
39 double Y2 = gsl_ran_gamma (r, nu2 / 2, 2.0);
41 double f = (Y1 * nu2) / (Y2 * nu1);
47 gsl_ran_fdist_pdf (const double x, const double nu1, const double nu2)
56 double lglg = (nu1 / 2) * log (nu1) + (nu2 / 2) * log (nu2) ;
58 double lg12 = gsl_sf_lngamma ((nu1 + nu2) / 2);
59 double lg1 = gsl_sf_lngamma (nu1 / 2);
60 double lg2 = gsl_sf_lngamma (nu2 / 2);
62 p = exp (lglg + lg12 - lg1 - lg2)
63 * pow (x, nu1 / 2 - 1) * pow (nu2 + nu1 * x, -nu1 / 2 - nu2 / 2);