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t-distribution

This section contains functions for working with Student's t-distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the Student's law. The t-distribution is defined by the following formula:

pdf_T_distribution

where:

  • x – value of the random variable
  • ν –  parameter of distribution (number of degrees of freedom)

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityT

Calculates the probability density function of the t-distribution

MathCumulativeDistributionT

Calculates the value of the t-distribution function

MathQuantileT

Calculates the value of the inverse t-distribution function for the specified probability

MathRandomT

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the law of Student's t-distribution

MathMomentsT

Calculates the theoretical numerical values of the first 4 moments of the Student's t-distribution


Updated: 2017.01.10