Difference between revisions of "cpp/numeric/random/student t distribution"
From cppreference.com
m (deg of freedoms = samples - 1) |
Andreas Krug (Talk | contribs) m (fmt) |
||
(24 intermediate revisions by 6 users not shown) | |||
Line 1: | Line 1: | ||
{{cpp/title|student_t_distribution}} | {{cpp/title|student_t_distribution}} | ||
− | {{cpp/numeric/random/student_t_distribution/ | + | {{cpp/numeric/random/student_t_distribution/}} |
− | {{ddcl | header=random | | + | {{ddcl|header=random|=c++11|1= |
template< class RealType = double > | template< class RealType = double > | ||
class student_t_distribution; | class student_t_distribution; | ||
Line 8: | Line 8: | ||
Produces random floating-point values {{math|x}}, distributed according to probability density function: | Produces random floating-point values {{math|x}}, distributed according to probability density function: | ||
− | :{{ | + | :{{|(x{{!}}n) {{=}} {{mfrac|1|{{mrad|nπ}}}} · {{mfrac|Γ({{mfrac|n+1|2}})|Γ({{mfrac|n|2}})}} · {{mparen|(|)|1+{{mfrac|x{{su|p=2}}|n}}|rows=3}} {{su|p=-{{mfrac|n+1|2}}}}}} |
− | where {{math|n}} is known as the number of ''degrees of freedom''. This distribution is used when estimating the ''mean'' of an unknown normally distributed value given {{math|n+1}} independent measurements, each with additive errors of unknown standard deviation, as in physical measurements. Or, alternatively, when estimating the unknown mean of a normal distribution with unknown standard deviation, given {{math|n+1}} samples. | + | where {{math|n}} is known as the number of ''degrees of freedom''. This distribution is used when estimating the ''mean'' of an unknown normally distributed value given {{math|n + 1}} independent measurements, each with additive errors of unknown standard deviation, as in physical measurements. Or, alternatively, when estimating the unknown mean of a normal distribution with unknown standard deviation, given {{math|n + 1}} samples. |
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
===Member types=== | ===Member types=== | ||
− | {{ | + | {{begin}} |
− | {{ | + | {{hitem|Member type|Definition}} |
− | {{ | + | {{|{{tt|result_type}}|{{|RealType}}}} |
− | {{ | + | {{param_type}} |
− | {{ | + | {{end}} |
===Member functions=== | ===Member functions=== | ||
− | {{ | + | {{begin}} |
− | {{ | + | {{|cpp/numeric/random/distribution/constructor|student_t_distribution}} |
− | {{ | + | {{|cpp/numeric/random/distribution/reset|student_t_distribution}} |
− | {{ | + | {{h2|Generation}} |
− | {{ | + | {{|cpp/numeric/random/distribution/operator()|student_t_distribution}} |
− | {{ | + | {{h2|Characteristics}} |
− | {{ | + | {{|cpp/numeric/random/student_t_distribution/n}} |
− | {{ | + | {{|cpp/numeric/random/distribution/param|student_t_distribution}} |
− | {{ | + | {{|cpp/numeric/random/distribution/min|student_t_distribution}} |
− | {{ | + | {{|cpp/numeric/random/distribution/max|student_t_distribution}} |
− | {{ | + | {{end}} |
===Non-member functions=== | ===Non-member functions=== | ||
− | {{ | + | {{begin}} |
− | {{ | + | {{|cpp/numeric/random/distribution/operator_cmp|student_t_distribution}} |
− | {{ | + | {{|cpp/numeric/random/distribution/operator_ltltgtgt|student_t_distribution}} |
− | {{ | + | {{end}} |
===Example=== | ===Example=== | ||
− | {{example | + | {{example |
− | + | |code= | |
− | + | ||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |output= | ||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
+ | |||
}} | }} | ||
===External links=== | ===External links=== | ||
− | [ | + | [://mathworld.wolfram.com/Studentst-Distribution.html Weisstein, Eric W. "Student's t-Distribution."] From MathWorld A Wolfram Web Resource. |
+ | |||
+ |
Latest revision as of 11:49, 17 October 2023
Defined in header <random>
|
||
template< class RealType = double > class student_t_distribution; |
(since C++11) | |
Produces random floating-point values x, distributed according to probability density function:
- p(x|n) =
·1 √nπ
· ⎛Γ(
)n+1 2 Γ(
)n 2
⎜
⎝1+
⎞x2 n
⎟
⎠ -n+1 2
where n is known as the number of degrees of freedom. This distribution is used when estimating the mean of an unknown normally distributed value given n + 1 independent measurements, each with additive errors of unknown standard deviation, as in physical measurements. Or, alternatively, when estimating the unknown mean of a normal distribution with unknown standard deviation, given n + 1 samples.
std::student_t_distribution
satisfies all requirements of RandomNumberDistribution.
Contents |
[edit] Template parameters
RealType | - | The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double. |
[edit] Member types
Member type | Definition |
result_type (C++11)
|
RealType |
param_type (C++11)
|
the type of the parameter set, see RandomNumberDistribution. |
[edit] Member functions
(C++11) |
constructs new distribution (public member function) |
(C++11) |
resets the internal state of the distribution (public member function) |
Generation | |
(C++11) |
generates the next random number in the distribution (public member function) |
Characteristics | |
returns the n distribution parameter (degrees of freedom) (public member function) | |
(C++11) |
gets or sets the distribution parameter object (public member function) |
(C++11) |
returns the minimum potentially generated value (public member function) |
(C++11) |
returns the maximum potentially generated value (public member function) |
[edit] Non-member functions
(C++11)(C++11)(removed in C++20) |
compares two distribution objects (function) |
(C++11) |
performs stream input and output on pseudo-random number distribution (function template) |
[edit] Example
Run this code
#include <algorithm> #include <cmath> #include <iomanip> #include <iostream> #include <map> #include <random> #include <vector> template<int Height = 5, int BarWidth = 1, int Padding = 1, int Offset = 0, class Seq> void draw_vbars(Seq&& s, const bool DrawMinMax = true) { static_assert(0 < Height and 0 < BarWidth and 0 <= Padding and 0 <= Offset); auto cout_n = [](auto&& v, int n = 1) { while (n-- > 0) std::cout << v; }; const auto [min, max] = std::minmax_element(std::cbegin(s), std::cend(s)); std::vector<std::div_t> qr; for (typedef decltype(*std::cbegin(s)) V; V e : s) qr.push_back(std::div(std::lerp(V(0), 8 * Height, (e - *min) / (*max - *min)), 8)); for (auto h{Height}; h-- > 0; cout_n('\n')) { cout_n(' ', Offset); for (auto dv : qr) { const auto q{dv.quot}, r{dv.rem}; unsigned char d[]{0xe2, 0x96, 0x88, 0}; // Full Block: '█' q < h ? d[0] = ' ', d[1] = 0 : q == h ? d[2] -= (7 - r) : 0; cout_n(d, BarWidth), cout_n(' ', Padding); } if (DrawMinMax && Height > 1) Height - 1 == h ? std::cout << "┬ " << *max: h ? std::cout << "│ " : std::cout << "┴ " << *min; } } int main() { std::random_device rd{}; std::mt19937 gen{rd()}; std::student_t_distribution<> d{10.0f}; const int norm = 10'000; const float cutoff = 0.000'3f; std::map<int, int> hist{}; for (int n = 0; n != norm; ++n) ++hist[std::round(d(gen))]; std::vector<float> bars; std::vector<int> indices; for (const auto& [n, p] : hist) if (float x = p * (1.0f / norm); cutoff < x) { bars.push_back(x); indices.push_back(n); } for (draw_vbars<8, 5>(bars); const int n : indices) std::cout << " " << std::setw(2) << n << " "; std::cout << '\n'; }
Possible output:
█████ ┬ 0.3753 █████ │ ▁▁▁▁▁ █████ │ █████ █████ ▆▆▆▆▆ │ █████ █████ █████ │ █████ █████ █████ │ ▄▄▄▄▄ █████ █████ █████ ▄▄▄▄▄ │ ▁▁▁▁▁ ▃▃▃▃▃ █████ █████ █████ █████ █████ ▃▃▃▃▃ ▁▁▁▁▁ ▁▁▁▁▁ ┴ 0.0049 -4 -3 -2 -1 0 1 2 3 4 5
[edit] External links
Weisstein, Eric W. "Student's t-Distribution." From MathWorld — A Wolfram Web Resource. |