Class StudentDistribution
Constructors
constructor
Defined in ql/math/distributions/studenttdistribution.ts:24
Parameters
Properties
Private _n
Defined in ql/math/distributions/studenttdistribution.ts:43
Static G
Defined in ql/math/distributions/studenttdistribution.ts:42
Methods
f
Defined in ql/math/distributions/studenttdistribution.ts:32
Parameters
Static cdf
Defined in ql/math/distributions/studenttdistribution.ts:125
Parameters
Static pdf
Defined in ql/math/distributions/studenttdistribution.ts:129
Parameters
Static quantile
Defined in ql/math/distributions/studenttdistribution.ts:121
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Student t-distribution
Probability density function for $n$ degrees of freedom (see http://mathworld.wolfram.com or http://wikipedia.org): $$ f(x) = \frac {\Gamma\left(\frac{n+1}{2}\right)} {\sqrt{n\pi} , \Gamma\left(\frac{n}{2}\right)}: \frac {1} {\left(1+\frac{x^2}{n}\right)^{(n+1)/2}} $$