Cumulative Student t-distribution. More...

#include <bivariatestudenttdistribution.hpp>

Collaboration diagram for BivariateCumulativeStudentDistribution:

Public Member Functions
	BivariateCumulativeStudentDistribution (Natural n, Real rho)

Real	operator() (Real x, Real y) const

Private Attributes
Natural	n_

Real	rho_

Detailed Description

Cumulative Student t-distribution.

Implemented following the formulas from Dunnett, C.W. and Sobel, M. (1954). A bivariate generalization of Student t-distribution with tables for certain special cases. Biometrika 41, 153–169.

Definition at line 39 of file bivariatestudenttdistribution.hpp.

Constructor & Destructor Documentation

◆ BivariateCumulativeStudentDistribution()

BivariateCumulativeStudentDistribution	(	Natural	n,
		Real	rho
	)

Parameters

n	degrees of freedom
rho	correlation

Definition at line 162 of file bivariatestudenttdistribution.cpp.

Member Function Documentation

◆ operator()()

Real operator()	(	Real	x,
		Real	y
	)		const

Definition at line 167 of file bivariatestudenttdistribution.cpp.

Member Data Documentation

◆ n_

Natural n_

private

Definition at line 48 of file bivariatestudenttdistribution.hpp.

◆ rho_

Real rho_