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NMath Stats User's Guide
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5.8 Student's t Distribution

Class TDistribution represents Student's t distribution with specified degrees of freedom. As the number of degrees of freedom grows, the t distribution approaches the normal distribution with mean 0 and variance 1.

For example, this code constructs a TDistribution:

double df = 53;
TDistribution t = new TDistribution( df );

The default constructor creates a TDistribution with 1 degree of freedom:

TDistribution t = new TDistribution();

The provided DegreesOfFreedom property can be used to get and set the degrees of freedom of the distribution after construction:

t.DegreesOfFreedom = 54;

Once you have constructed a TDistribution object, you can query it for the PDF, CDF, inverse CDF, and random variable moments, as described in Section 5.1.

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