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

<SerializableAttribute>
Public Class TDistribution
	Inherits ProbabilityDistribution
	Implements IRandomVariableMoments

[SerializableAttribute]
public ref class TDistribution : public ProbabilityDistribution, 
	IRandomVariableMoments

[<SerializableAttribute>]
type TDistribution = 
    class
        inherit ProbabilityDistribution
        interface IRandomVariableMoments
    end

The TDistribution type exposes the following members.

Constructors

	Name	Description
	TDistribution	Default constructor. Constructs a TDistribution instance with one degree of freedom.
	TDistribution(Double)	Constructs a TDistribution instance with the given degrees of freedom.

Properties

	Name	Description
	DegreesOfFreedom	Gets and sets the degrees of freedom for the distribution.
	Kurtosis	Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
	Mean	Gets the mean of the distribution.
	Skewness	Gets the skewness, a measure of the degree of asymmetry of this distribution.
	Variance	Gets the variance of the distribution.

Methods

	Name	Description
	CDF	Returns the cumulative density function evaluated at the given value. (Overrides ProbabilityDistributionCDF(Double))
	Clone	Creates a deep copy of this TDistribution. (Overrides ProbabilityDistributionClone)
	InverseCDF	Returns the inverse cumulative density function evaluated at the given value. (Overrides ProbabilityDistributionInverseCDF(Double))
	InverseCdfUsingBracket	Uses a bracketing method to evaluate the inverse of cumulative distribution functions. (Inherited from ProbabilityDistribution)
	InverseDiscreteCdfUsingBracket	Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions. (Inherited from ProbabilityDistribution)
	PDF	Returns the probability density function evaluated at a given value. (Overrides ProbabilityDistributionPDF(Double))
	ToString	Returns a formatted string representation of this distribution. (Overrides ProbabilityDistributionToString)

Remarks

As the number of degrees of freedom grows, the t-distribution approaches the normal distribution with mean 0 and variance 1.