Summary
Student distribution point percent function (PPF).Unit
Probabilities
Declaration
Function StudentCDFInv(p: TSample; Nu: double): TSample;
Result
the Student distribution point percent function (PPF) for probability p using the integer parameter Nu (degrees of freedom). Parameter Nu must be positive integer number and probability p must lie on the interval [0,1], otherwise the result is NAN. The inverse 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 StudentCDFInv is the solution of the integral equation of the StudentCDF with parameter Nu where you must specify the probability p.
Categories
Continuous probabilities| See Also |
|---|
| StudentPDF |
| StudentCDF |
Declaration
Procedure StudentCDFInv(P: TDenseMtxVec; Nu: double; Res: TDenseMtxVec);
Description
Calculates the inverse Student CDF for probability vector P 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.| Copyright 2008 Dew Research |