Skip to main content

StudentT

Models the distribution of sample variances for n (with default value 1.0) independent standard normal variables.

The probability density function is given by,

f(xn)=1nπ\[Gamma](../gamma/index.md)(n+12)\[Gamma](../gamma/index.md)(n2)(1+x2n)n+12.f(x | n) = \frac{1}{\sqrt{n\pi}} \frac{\[Gamma](../gamma/index.md)(\tfrac{n+1}{2})}{\[Gamma](../gamma/index.md)(\tfrac{n}{2})}\left(1 + \frac{x^2}{n}\right)^{-\frac{n+1}{2}}.

Constructors

StudentT(const StudentT distribution) -> StudentT

Copy constructor for StudentT distribution.

Parameters

  • distribution: StudentT distribution to be copied

Symbols

NameDescription
=Copy assignment operator for StudentT distribution.

Members

NameDescription
maxReturns the maximum possible value from the distribution
minReturns the minimum possible value from the distribution
nDegrees of freedom.
sampleSample from distribution.