Student's T

Student's t distribution.

Installation

npm install @stdlib/stats-base-dists-t

Usage

var t = require( '@stdlib/stats-base-dists-t' );

t

Student's t distribution.

var dist = t;
// returns {...}

The namespace contains the following distribution functions:

• cdf( x, v ): Student's t distribution cumulative distribution function (CDF).
• logcdf( x, v ): evaluate the natural logarithm of the cumulative distribution function (CDF) for a Student's t distribution.
• logpdf( x, v ): evaluate the natural logarithm of the probability density function (PDF) for a Student's t distribution.
• pdf( x, v ): Student's t distribution probability density function (PDF).
• quantile( p, v ): Student's t distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

• entropy( v ): Student's t distribution differential entropy.
• kurtosis( v ): Student's t distribution excess kurtosis.
• mean( v ): Student's t distribution expected value.
• median( v ): Student's t distribution median.
• mode( v ): Student's t distribution mode.
• skewness( v ): Student's t distribution skewness.
• stdev( v ): Student's t distribution variance.
• variance( v ): Student's t distribution variance.

The namespace contains a constructor function for creating a Student's t distribution object.

• T( [v] ): Student's t distribution constructor.

var T = require( '@stdlib/stats-base-dists-t' ).T;

var dist = new T( 2.0 );

var y = dist.cdf( 0.5 );
// returns ~0.667

Examples

var t = require( '@stdlib/stats-base-dists-t' );

var dof = 3;
var x = 1.5;

// Evaluate the probability density function (PDF) at a specific value:
var res = t.pdf( x, dof );
console.log( 'PDF at x = ' + x + ': ' + res );

// Evaluate the cumulative distribution function (CDF) at a specific value:
res = t.cdf( x, dof );
console.log( 'CDF at x = ' + x + ': ' + res );

// Get the mean and variance of the t distribution:
var mu = t.mean( dof );
var v = t.variance( dof );
console.log( 'Mean: ' + mu + ', Variance: ' + v );

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.