de.lmu.ifi.dbs.elki.math.statistics.distribution

Class StudentsTDistribution

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.distribution.StudentsTDistribution

All Implemented Interfaces:

Distribution

public class StudentsTDistribution
extends Object
implements Distribution

Student's t distribution. FIXME: add quantile function!

Field Summary

Fields

Modifier and Type	Field and Description
private int	v Degrees of freedom

Constructor Summary

Constructors

Constructor and Description
StudentsTDistribution(int v) Constructor.

Method Summary

Methods

Modifier and Type	Method and Description
double	cdf(double val) Return the cumulative density function at the given value.
static double	cdf(double val, int v) Static version of the CDF of the t-distribution for t > 0
double	pdf(double val) Return the density of an existing value
static double	pdf(double val, int v) Static version of the t distribution's PDF.
double	quantile(double val) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface de.lmu.ifi.dbs.elki.math.statistics.distribution.Distribution

toString

Field Detail

v

private final int v

Degrees of freedom

Constructor Detail

StudentsTDistribution

public StudentsTDistribution(int v)

Constructor.

Parameters:

v - Degrees of freedom

Method Detail

pdf

public double pdf(double val)

Description copied from interface: Distribution

Return the density of an existing value

Specified by:

pdf in interface Distribution

Parameters:

val - existing value

Returns:

distribution density

cdf

public double cdf(double val)

Description copied from interface: Distribution

Return the cumulative density function at the given value.

Specified by:

cdf in interface Distribution

Parameters:

val - existing value

Returns:

cumulative density

quantile

public double quantile(double val)

Description copied from interface: Distribution

Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.

Specified by:

quantile in interface Distribution

Parameters:

val - Quantile to find

Returns:

Quantile position

pdf

public static double pdf(double val,
         int v)

Static version of the t distribution's PDF.

Parameters:

val - value to evaluate

v - degrees of freedom

Returns:

f(val,v)

cdf

public static double cdf(double val,
         int v)

Static version of the CDF of the t-distribution for t > 0

Parameters:

val - value to evaluate

v - degrees of freedom

Returns:

F(val, v)