Examples of umontreal.iro.lecuyer.probdist.StudentDist

umontreal.iro.lecuyer.probdist.StudentDist
Extends the class {@link ContinuousDistribution} forthe Student t-distribution with n degrees of freedom, where n is a positive integer. Its density is

f (x) = [Γ((n + 1)/2)/(Γ(n/2)(πn)^1/2)][1 + x²/n]^-(n+1)/2 for - ∞ < x < ∞,
where Γ(x) is the gamma function defined in {@link GammaDist}.

     * random number generator, which is annoying. We have another option,
     * which is to use the bounds in Chick,Branke,Schmidt together with
     * interval arithmetic.
     */
    double z = -StrictMath.abs(s);
    StudentDist dist = new StudentDist((int) dof);
    double u = dist.cdf(z);
    if (s <= 0) // s=z
      return StrictMath.log(u);
    else
      // s=-z
      return StrictMath.log1p(-u);

View Full Code Here

TOP

Related Classes of umontreal.iro.lecuyer.probdist.StudentDist

InfoCollection.util.Student

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.