Difference between revisions of "cpp/numeric/random/student t distribution"
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Revision as of 18:11, 19 April 2012
Template:cpp/numeric/random/student t distribution/sidebar
Defined in header <random>
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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.
Contents |
Member types
Template:tdcl list begin Template:tdcl list hitem Template:tdcl list item Template:tdcl list item Template:tdcl list end
Member functions
Non-member functions
Example
This section is incomplete Reason: no example |
External links
Weisstein, Eric W. "Student's t-Distribution." From MathWorld--A Wolfram Web Resource.