public class TDistribution extends Object implements ProbabilityDistribution
dt, pt, qt, rt.| Constructor and Description |
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TDistribution(double v)
Construct a Student's t distribution.
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| Modifier and Type | Method and Description |
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double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
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double |
density(double x)
The density function, which, if exists, is the derivative of F.
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double |
entropy()
Gets the entropy of this distribution.
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double |
kurtosis()
Gets the excess kurtosis of this distribution.
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double |
mean()
Gets the mean of this distribution.
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double |
median()
Gets the median of this distribution.
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double |
moment(double x)
The moment generating function is the expected value of etX.
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double |
quantile(double u)
Gets the quantile, the inverse of the cumulative distribution function.
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double |
skew()
Gets the skewness of this distribution.
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double |
variance()
Gets the variance of this distribution.
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public TDistribution(double v)
v - the degree of freedompublic double mean()
mean in interface ProbabilityDistributionUnsupportedOperationException - when v <= 1public double median()
ProbabilityDistributionmedian in interface ProbabilityDistributionpublic double variance()
variance in interface ProbabilityDistributionUnsupportedOperationException - when v < 2public double skew()
skew in interface ProbabilityDistributionUnsupportedOperationException - when v <= 3public double kurtosis()
kurtosis in interface ProbabilityDistributionUnsupportedOperationException - when v <= 4public double entropy()
ProbabilityDistributionentropy in interface ProbabilityDistributionpublic double cdf(double x)
ProbabilityDistributioncdf in interface ProbabilityDistributionx - xpublic double density(double x)
ProbabilityDistributionf(x) = dF(X) / dxThis may not always exist. For the discrete cases, this is the probability mass function. It gives the probability that a discrete random variable is exactly equal to some value.
density in interface ProbabilityDistributionx - xpublic double quantile(double u)
ProbabilityDistributionThis may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile in interface ProbabilityDistributionu - u, a quantilepublic double moment(double x)
ProbabilityDistributionE(etX)This may not always exist.
moment in interface ProbabilityDistributionx - tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.