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TDistribution Class

Class TDistribution represents Student's t-distribution with the specified degrees of freedom.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class TDistribution : ProbabilityDistribution, 
	IRandomVariableMoments

The TDistribution type exposes the following members.

Constructors
  NameDescription
Public methodTDistribution
Default constructor. Constructs a TDistribution instance with one degree of freedom.
Public methodTDistribution(Double)
Constructs a TDistribution instance with the given degrees of freedom.
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Properties
  NameDescription
Public propertyDegreesOfFreedom
Gets and sets the degrees of freedom for the distribution.
Public propertyKurtosis
Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
Public propertyMean
Gets the mean of the distribution.
Public propertySkewness
Gets the skewness, a measure of the degree of asymmetry of this distribution.
Public propertyVariance
Gets the variance of the distribution.
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Methods
  NameDescription
Public methodCDF
Returns the cumulative density function evaluated at the given value.
(Overrides ProbabilityDistributionCDF(Double).)
Public methodClone
Creates a deep copy of this TDistribution.
(Overrides ProbabilityDistributionClone.)
Public methodInverseCDF
Returns the inverse cumulative density function evaluated at the given value.
(Overrides ProbabilityDistributionInverseCDF(Double).)
Protected methodInverseCdfUsingBracket
Uses a bracketing method to evaluate the inverse of cumulative distribution functions.
(Inherited from ProbabilityDistribution.)
Protected methodInverseDiscreteCdfUsingBracket
Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions.
(Inherited from ProbabilityDistribution.)
Public methodPDF
Returns the probability density function evaluated at a given value.
(Overrides ProbabilityDistributionPDF(Double).)
Public methodToString
Returns a formatted string representation of this distribution.
(Overrides ProbabilityDistributionToString.)
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Remarks
As the number of degrees of freedom grows, the t-distribution approaches the normal distribution with mean 0 and variance 1.
See Also