TDistribution Class |
Continuous univariate Student's t-distribution.
http://en.wikipedia.org/wiki/Student's_t-distribution
Inheritance HierarchySystem.Object
FinMath.Statistics.Distributions.CUDistribution
FinMath.Statistics.Distributions.TDistribution
FinMath.Statistics.Distributions.CUDistribution
FinMath.Statistics.Distributions.TDistribution
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class TDistribution : CUDistribution
The TDistribution type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | TDistribution(Double) |
Creates new instance of TDistribution
|
| TDistribution(RandomGenerator, Double) |
Creates new instance of TDistribution
|
Properties| Name | Description | |
|---|---|---|
 | DegreesOfFreedom |
Degrees of freedom in the distribution.
http://en.wikipedia.org/wiki/Degrees_of_freedom_(statistics)
|
| Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CUDistribution.) |
| Kurtosis |
Excess Kurtosis of distribution.
http://en.wikipedia.org/wiki/Excess_kurtosis
(Overrides CUDistribution.Kurtosis.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Overrides CUDistribution.Mean.) |
| Median |
Median of distribution.
http://en.wikipedia.org/wiki/Median
(Overrides CUDistribution.Median.) |
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides CUDistribution.Mode.) |
| Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
(Overrides CUDistribution.Skewness.) |
| StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
(Overrides CUDistribution.StandardDeviation.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Overrides CUDistribution.Variance.) |
Methods| Name | Description | |
|---|---|---|
| Cdf(Double) |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Overrides CUDistribution.Cdf(Double).) |
 | Cdf(Double, Double) |
Static cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| InverseCdf(Double) |
Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable
such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.
(Overrides CUDistribution.InverseCdf(Double).) |
| InverseCdf(Double, Double) |
Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable
such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.
|
| Pdf(Double) |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CUDistribution.Pdf(Double).) |
| Pdf(Double, Double) |
Static probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
|
| Sample() |
Generate random variable sample.
(Inherited from CUDistribution.) |
| Sample(Double[]) |
Fill in array with random variable series.
(Inherited from CUDistribution.) |
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from CUDistribution.) |
| Sample(Vector) |
Fill in vector with random variable samples series.
(Inherited from CUDistribution.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also