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

Class StudentsTDistribution

java.lang.Object

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

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

All Implemented Interfaces:

Distribution

public class StudentsTDistribution
extends AbstractDistribution

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

Author:

Jan Brusis

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	StudentsTDistribution.Parameterizer Parameterization class

Field Summary

Fields

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

Fields inherited from class de.lmu.ifi.dbs.elki.math.statistics.distribution.AbstractDistribution

random

Constructor Summary

Constructors

Constructor and Description
StudentsTDistribution(int v) Constructor.
StudentsTDistribution(int v, Random random) Constructor.
StudentsTDistribution(int v, RandomFactory random) 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	nextRandom() Generate a new random value
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.
String	toString() Describe the distribution

Methods inherited from class java.lang.Object

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

Field Detail

v

private final int v

Degrees of freedom

Constructor Detail

StudentsTDistribution

public StudentsTDistribution(int v)

Constructor.

Parameters:

v - Degrees of freedom

StudentsTDistribution

public StudentsTDistribution(int v,
                     Random random)

Constructor.

Parameters:

v - Degrees of freedom

random - Random generator

StudentsTDistribution

public StudentsTDistribution(int v,
                     RandomFactory random)

Constructor.

Parameters:

v - Degrees of freedom

random - Random generator

Method Detail

pdf

public double pdf(double val)

Description copied from interface: Distribution

Return the density of an existing value

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.

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.

Parameters:

val - Quantile to find

Returns:

Quantile position

nextRandom

public double nextRandom()

Description copied from interface: Distribution

Generate a new random value

Specified by:

nextRandom in interface Distribution

Overrides:

nextRandom in class AbstractDistribution

Returns:

new random value

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)

toString

public String toString()

Description copied from interface: Distribution

Describe the distribution

Specified by:

toString in interface Distribution

Overrides:

toString in class Object

Returns:

description