Examples of cern.jet.random.StudentT

cern.jet.random.StudentT

ern.ch/RD11/rkb/AN16pp/node279.html#SECTION0002790000000000000000"> 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. @author wolfgang.hoschek@cern.ch @version 1.0, 09/24/99

    ////                         protected methods                 ////


    /** Method that is called after _randomNumberGenerator is changed.
     */
    protected void _createdNewRandomNumberGenerator() {
        _generator = new StudentT(1.0, _randomNumberGenerator);
    }

   */
  public StudentTDistribution(final double degFreedom, final RandomEngine engine) {
    Validate.isTrue(degFreedom > 0, "degrees of freedom");
    Validate.notNull(engine);
    _degFreedom = degFreedom;
    _dist = new StudentT(degFreedom, engine);
    _beta = new InverseIncompleteBetaFunction(degFreedom / 2., 0.5);
  }

Related Classes of cern.jet.random.StudentT

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