Probabilities::StudentPDF Function

Overload List

#SignatureDescription
1double StudentPDF(double x, int Nu);Student's t probability density function (PDF).
2void StudentPDF(TDenseMtxVec *X, int Nu, TDenseMtxVec *Res);Student(T) distribution PDF (vectorized).

Overload 1: double StudentPDF(double x, int Nu);

Student's t probability density function (PDF).

#NameTypeDescription
1xdoubleFunction domain, any real value.
2NuintDegrees of freedom, integer >= 1.

Returns: the Student's t probability density function (PDF) at x with Nu degrees of freedom. Returns NAN when Nu < 1.

Remarks:

Computes the Student's t PDF

PDF(x|nu)= (Gamma ( (nu +1)/2))/(Gamma (nu/2)) 1/(sqrt(nu pi)) 1/((1+x^2/nu)^((nu +1)/2))

where nu (Nu) is the degrees of freedom and Gamma is the Math387::Gamma function. The density is symmetric about 0; as nu -> inf it approaches the standard normal density. Domain: x in R, integer nu >= 1. If nu < 1 the result is NAN. A scalar form (this one) and a vectorized TDenseMtxVec overload are provided.

See Also: Probabilities::StudentCDF, Probabilities::StudentCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void StudentPDF(TDenseMtxVec *X, int Nu, TDenseMtxVec *Res);

Student(T) distribution PDF (vectorized).

#NameTypeDescription
1XTDenseMtxVec *Distribution domain, real values.
2NuintDefines distribution degrees of freedom, positive integer.
3ResTDenseMtxVec *After calculation stores the PDF calculated from X and Nu. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler