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TDistribution Class

Continuous univariate Student's t-distribution. http://en.wikipedia.org/wiki/Student's_t-distribution
Inheritance Hierarchy
SystemObject
  FinMath.Statistics.DistributionsCUDistribution
    FinMath.Statistics.DistributionsTDistribution

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
[SerializableAttribute]
public class TDistribution : CUDistribution

The TDistribution type exposes the following members.

Constructors
  NameDescription
Public methodTDistribution(Double)
Creates new instance of TDistribution
Public methodTDistribution(RandomGenerator, Double)
Creates new instance of TDistribution
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Properties
  NameDescription
Public propertyDegreesOfFreedom
Degrees of freedom in the distribution. http://en.wikipedia.org/wiki/Degrees_of_freedom_(statistics)
Public propertyEntropy
Entropy of the distribution. http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CUDistribution.)
Public propertyKurtosis
Excess Kurtosis of distribution. http://en.wikipedia.org/wiki/Excess_kurtosis
(Overrides CUDistributionKurtosis.)
Public propertyMean
Mean of the distribution. http://en.wikipedia.org/wiki/Expected_value
(Overrides CUDistributionMean.)
Public propertyMedian
Median of distribution. http://en.wikipedia.org/wiki/Median
(Overrides CUDistributionMedian.)
Public propertyMode
Mode of distribution. http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides CUDistributionMode.)
Public propertySkewness
Skewness of distribution. http://en.wikipedia.org/wiki/Skewness
(Overrides CUDistributionSkewness.)
Public propertyStandardDeviation
Standard deviation of the distribution. http://en.wikipedia.org/wiki/Standard_Deviation
(Overrides CUDistributionStandardDeviation.)
Public propertyVariance
Variance of the distribution. http://en.wikipedia.org/wiki/Variance
(Overrides CUDistributionVariance.)
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Methods
  NameDescription
Public methodCdf(Double)
Cumulative distribution function. http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Overrides CUDistributionCdf(Double).)
Public methodStatic memberCdf(Double, Double)
Static cumulative distribution function. http://en.wikipedia.org/wiki/Cumulative_distribution_function
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodInverseCdf(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 CUDistributionInverseCdf(Double).)
Public methodStatic memberInverseCdf(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.
Public methodPdf(Double)
Probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CUDistributionPdf(Double).)
Public methodStatic memberPdf(Double, Double)
Static probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function
Public methodSample
Generate random variable sample.
(Inherited from CUDistribution.)
Public methodSample(Double)
Fill in array with random variable series.
(Inherited from CUDistribution.)
Public methodSample(Int32)
Generate series of random variable samples.
(Inherited from CUDistribution.)
Public methodSample(Vector)
Fill in vector with random variable samples series.
(Inherited from CUDistribution.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also