Summary
Student cumulative distribution function (CDF).
Unit
Probabilities
Declaration
Procedure StudentCDF(X: TDenseMtxVec; Nu: double; Res: TDenseMtxVec);
Description
Calculates the Student CDF for vector X using the parameter Nu. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.
Declaration
Function StudentCDF(x: TSample; Nu: double): TSample;
Result
the Student cumulative distribution function for value x using the integer parameter Nu (degrees of freedom). Parameter Nu must be positive integer number, otherwise the result is NAN. The Student cumulative distribution function is defined by the following equation:

where
n is degrees of freedom (Nu) and
G is gamma function.
The result of StudentCDF is the probability that a single observation from the Student distribution with Nu degrees of freedom will fall in the interval (-infinity,x].
Categories
Continuous probabilities| Copyright 2008 Dew Research |
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