Summary
Student probability density function (PDF).Unit
Probabilities
Declaration
Function StudentPDF(x: TSample; Nu: double): TSample;
Result
the Student probability density 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 probability density function is defined by the following equation:
where n is degrees of freedom (Nu) and G is Gamma function.
The Student (or T) distribution describes family of curves that depend on a single parameter Nu (degrees of freedom). If a random variable follows a Student distribution, then it must be written as a ratio of a standard normal random variable to the square root of an independent chi-squared random variable, divided by its degrees of freedom. As Nu goes towards infinity, the Student distribution approaches the standard normal distribution.
Categories
Continuous probabilities| See Also |
|---|
| StudentCDF |
| StudentCDFInv |
Declaration
Procedure StudentPDF(X: TDenseMtxVec; Nu: double; Res: TDenseMtxVec);
Description
Calculates the Student PDF 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.| Copyright 2008 Dew Research |