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java.lang.Objectcern.colt.PersistentObject
cern.jet.random.AbstractDistribution
cern.jet.random.AbstractContinousDistribution
cern.jet.random.StudentT
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.
Implementation:
R.W. Bailey (1994): Polar generation of random variates with the t-distribution, Mathematics of Computation 62, 779-781.
| Field Summary | 
| Fields inherited from class cern.colt.PersistentObject | 
| serialVersionUID | 
| Constructor Summary | |
| StudentT(double freedom,
         RandomEngine randomGenerator)Constructs a StudentT distribution. | |
| Method Summary | |
|  double | cdf(double x)Returns the cumulative distribution function. | 
|  double | nextDouble()Returns a random number from the distribution. | 
|  double | nextDouble(double degreesOfFreedom)Returns a random number from the distribution; bypasses the internal state. | 
|  double | pdf(double x)Returns the probability distribution function. | 
|  void | setState(double freedom)Sets the distribution parameter. | 
| static double | staticNextDouble(double freedom)Returns a random number from the distribution. | 
|  String | toString()Returns a String representation of the receiver. | 
| Methods inherited from class cern.jet.random.AbstractDistribution | 
| apply, apply, clone, makeDefaultGenerator, nextInt | 
| Methods inherited from class java.lang.Object | 
| equals, getClass, hashCode, notify, notifyAll, wait, wait, wait | 
| Constructor Detail | 
public StudentT(double freedom,
                RandomEngine randomGenerator)
freedom - degrees of freedom.
IllegalArgumentException - if freedom <= 0.0.| Method Detail | 
public double cdf(double x)
public double nextDouble()
nextDouble in class AbstractDistributionpublic double nextDouble(double degreesOfFreedom)
IllegalArgumentException - if a <= 0.0.public double pdf(double x)
public void setState(double freedom)
freedom - degrees of freedom.
IllegalArgumentException - if freedom <= 0.0.public static double staticNextDouble(double freedom)
freedom - degrees of freedom.
IllegalArgumentException - if freedom <= 0.0.public String toString()
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