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Cumulative Student t-distribution

Cumulative distribution function for $ n $ degrees of freedom (see mathworld.wolfram.com): $$ F(x) = \int_{-\infty}^x,f(y),dy = \frac{1}{2}, +,\frac{1}{2},sgn(x), \left[ I\left(1,\frac{n}{2},\frac{1}{2}\right)

  • I\left(\frac{n}{n+y^2}, \frac{n}{2},\frac{1}{2}\right)\right] $$ where $ I(z; a, b) $ is the regularized incomplete beta function.

Hierarchy

  • CumulativeStudentDistribution

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Constructors

constructor

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Private _n

Methods

f

  • Parameters

    Returns Real