Documentation API of the 'cern.jet.random.StudentT' Java class
StudentT
cern.jet.random

Class StudentT

  • All Implemented Interfaces:
    DoubleFunction, IntFunction, Serializable, Cloneable


    public class StudentTextends AbstractContinousDistribution
    StudentT distribution (aka T-distribution); See the math definition and animated definition.

    p(x) = k * (1+x^2/f) ^ -(f+1)/2 where k = g((f+1)/2) / (sqrt(pi*f) * g(f/2)) and g(a) being the gamma function and f being the degrees of freedom.

    Valid parameter ranges: freedom > 0.

    Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

    Static methods operate on a default uniform random number generator; they are synchronized.

    Implementation:

    Method: Adapted Polar Box-Muller transformation.
    This is a port of RandStudentT used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on tpol.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

    R.W. Bailey (1994): Polar generation of random variates with the t-distribution, Mathematics of Computation 62, 779-781.

    See Also:
    Serialized Form

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