Cumulative Student t-distribution. More...
#include <studenttdistribution.hpp>
Collaboration diagram for CumulativeStudentDistribution:
Public Member Functions | |
| CumulativeStudentDistribution (Integer n) | |
| Real | operator() (Real x) const |
Private Attributes | |
| Integer | n_ |
Detailed Description
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.
Definition at line 64 of file studenttdistribution.hpp.
Constructor & Destructor Documentation
◆ CumulativeStudentDistribution()
Definition at line 66 of file studenttdistribution.hpp.
Member Function Documentation
◆ operator()()
Member Data Documentation
◆ n_
|
private |
Definition at line 71 of file studenttdistribution.hpp.