@stdlib/stats-base-dists-t-pdf
v0.2.2
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Student's t distribution probability density function (PDF).
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Probability Density Function
Student's t distribution probability density function (PDF).
The probability density function (PDF) for a t distribution random variable is
where v > 0
is the degrees of freedom.
Installation
npm install @stdlib/stats-base-dists-t-pdf
Usage
var pdf = require( '@stdlib/stats-base-dists-t-pdf' );
pdf( x, v )
Evaluates the probability density function (PDF) for a Student's t distribution with degrees of freedom v
.
var y = pdf( 0.3, 4.0 );
// returns ~0.355
y = pdf( 2.0, 0.7 );
// returns ~0.058
y = pdf( -1.0, 0.5 );
// returns ~0.118
If provided NaN
as any argument, the function returns NaN
.
var y = pdf( NaN, 1.0 );
// returns NaN
y = pdf( 0.0, NaN );
// returns NaN
If provided v <= 0
, the function returns NaN
.
var y = pdf( 2.0, -1.0 );
// returns NaN
y = pdf( 2.0, 0.0 );
// returns NaN
pdf.factory( v )
Returns a function
for evaluating the PDF of a Student's t distribution with degrees of freedom v
.
var mypdf = pdf.factory( 1.0 );
var y = mypdf( 3.0 );
// returns ~0.032
y = mypdf( 1.0 );
// returns ~0.159
Examples
var randu = require( '@stdlib/random-base-randu' );
var pdf = require( '@stdlib/stats-base-dists-t-pdf' );
var v;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = (randu() * 6.0) - 3.0;
v = randu() * 10.0;
y = pdf( x, v );
console.log( 'x: %d, v: %d, f(x;v): %d', x, v, y );
}
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.