QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Student t-distribution. More...
#include <studenttdistribution.hpp>
Public Member Functions | |
StudentDistribution (Integer n) | |
Real | operator() (Real x) const |
Private Attributes | |
Integer | n_ |
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.
Definition at line 44 of file studenttdistribution.hpp.
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private |
Definition at line 49 of file studenttdistribution.hpp.