MQL5 ReferenceStandard LibraryMathematicsStatisticsT-distributionMathMomentsT

MathMomentsT

Calculates the theoretical numerical values of the first 4 moments of the Student's t-distribution with the nu parameter.

double  MathMomentsT(
   const double  nu,             // parameter of distribution (number of degrees of freedom)
   double&       mean,           // variable for the mean
   double&       variance,       // variable for the variance
   double&       skewness,       // variable for the skewness
   double&       kurtosis,       // variable for the kurtosis
   int&          error_code      // variable for the error code
   );

Parameters

[in] Parameter of distribution (number of degrees of freedom).

mean

[out] Variable to get the mean value.

variance

[out] Variable to get the variance.

skewness

[out] Variable to get the skewness.

kurtosis

[out] Variable to get the kurtosis.

error_code

[out] Variable to get the error code.

Return Value

Returns true if calculation of the moments has been successful, otherwise false.

MathRandomT

Noncentral t-distribution