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
    • Constructor Detail

      • StudentT

        public StudentT(double freedom,        RandomEngine randomGenerator)
        Constructs a StudentT distribution. Example: freedom=1.0.
        Parameters:
        freedom - degrees of freedom.
        Throws:
        IllegalArgumentException - if freedom <= 0.0.
    • Method Detail

      • cdf

        public double cdf(double x)
        Returns the cumulative distribution function.
      • nextDouble

        public double nextDouble(double degreesOfFreedom)
        Returns a random number from the distribution; bypasses the internal state.
        Parameters:
        a - degrees of freedom.
        Throws:
        IllegalArgumentException - if a <= 0.0.
      • pdf

        public double pdf(double x)
        Returns the probability distribution function.
      • setState

        public void setState(double freedom)
        Sets the distribution parameter.
        Parameters:
        freedom - degrees of freedom.
        Throws:
        IllegalArgumentException - if freedom <= 0.0.
      • staticNextDouble

        public static double staticNextDouble(double freedom)
        Returns a random number from the distribution.
        Parameters:
        freedom - degrees of freedom.
        Throws:
        IllegalArgumentException - if freedom <= 0.0.
      • toString

        public String toString()
        Returns a String representation of the receiver.
        Overrides:
        toString in class Object

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