Options
All
  • Public
  • Public/Protected
  • All
Menu

Student t-distribution

Probability density function for $n$ degrees of freedom (see http://mathworld.wolfram.com or http://wikipedia.org): $$ f(x) = \frac {\Gamma\left(\frac{n+1}{2}\right)} {\sqrt{n\pi} , \Gamma\left(\frac{n}{2}\right)}: \frac {1} {\left(1+\frac{x^2}{n}\right)^{(n+1)/2}} $$

Hierarchy

  • StudentDistribution

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

Properties

Private _n

Static G

G: GammaFunction = new GammaFunction()

Methods

f

  • Parameters

    Returns Real

Static cdf

Static pdf

Static quantile