Module rgsl::randist::t_distribution

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.