void StudentStat(int Nu, double &AMean, double &AVariance, double &ASkewness, double &AKurtosis);
Student's t distribution moments (mean, variance, skewness, kurtosis).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Nu | int | Degrees of freedom, integer >= 1. |
| 2 | AMean | double & | Returns the mean, = 0; defined only for Nu > 1 (NAN otherwise). |
| 3 | AVariance | double & | Returns the variance, = Nu/(Nu-2) for Nu >= 3; +INF for Nu < 3. |
| 4 | ASkewness | double & | Returns the skewness, = 0; defined only for Nu > 3 (NAN otherwise). |
| 5 | AKurtosis | double & | Returns the FULL (non-excess) kurtosis, = (3 Nu - 6)/(Nu - 4); defined only for Nu > 4 (NAN otherwise). Note: this is the full kurtosis, not the excess kurtosis (subtract 3 to obtain the excess form 6/(Nu-4)). |
Remarks:
Returns the moments of the Student's t distribution with nu degrees of freedom. Each moment exists only for sufficiently large nu: mean needs nu > 1, variance is finite for nu >= 3 (and +inf for nu < 3), skewness needs nu > 3 and kurtosis needs nu > 4; a moment whose condition is not met is returned as NAN. Unlike the other distributions in this unit, AKurtosis is the FULL kurtosis, not the excess kurtosis.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler