CumulativeStudentDistribution Class Reference

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()

CumulativeStudentDistribution

(

Integer

n

)

Definition at line 66 of file studenttdistribution.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 36 of file studenttdistribution.cpp.

Here is the call graph for this function:

Member Data Documentation

n_

Integer n_

private

Definition at line 71 of file studenttdistribution.hpp.