Module rgsl::randist::t_distribution
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The t-distribution arises in statistics. If Y_1 has a normal distribution and Y_2 has a chi-squared distribution with \nu degrees of freedom then the ratio,
X = { Y_1 \over \sqrt{Y_2 / \nu} }
has a t-distribution t(x;\nu) with \nu degrees of freedom.
Functions
tdist |
This function returns a random variate from the t-distribution. The distribution function is, |
tdist_P |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the t-distribution with nu degrees of freedom. |
tdist_Pinv |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the t-distribution with nu degrees of freedom. |
tdist_Q |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the t-distribution with nu degrees of freedom. |
tdist_Qinv |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the t-distribution with nu degrees of freedom. |
tdist_pdf |
This function computes the probability density p(x) at x for a t-distribution with nu degrees of freedom, using the formula given above. |