StudentDistribution Class Reference

Student t-distribution. More...

#include <ql/math/distributions/studenttdistribution.hpp>

Collaboration diagram for StudentDistribution:

Public Member Functions
	StudentDistribution (Integer n)
Real	operator() (Real x) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Private Attributes
Integer	n_

Detailed Description

Student t-distribution.

Probability density function for \( n \) degrees of freedom (see mathworld.wolfram.com or wikipedia.org):

\[ f(x) = \frac {\Gamma\left(\frac{n+1}{2}\right)} {\sqrt{n\pi} \, \Gamma\left(\frac{n}{2}\right)}\: \frac {1} {\left(1+\frac{x^2}{n}\right)^{(n+1)/2}} \]

Definition at line 42 of file studenttdistribution.hpp.

Constructor & Destructor Documentation

StudentDistribution()

StudentDistribution

(

Integer

n

)

Definition at line 56 of file studenttdistribution.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 26 of file studenttdistribution.cpp.

Here is the call graph for this function:

Member Data Documentation

argument_type

QL_DEPRECATED typedef Real argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 48 of file studenttdistribution.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 54 of file studenttdistribution.hpp.

n_

Integer n_

private

Definition at line 61 of file studenttdistribution.hpp.