statistics v0.4.0 Statistics.Distributions.T
Student’s t distribution.
This distribution is always centered around 0.0 and allows a degrees of freedom parameter.
Summary
Functions
Specs
cdf(number) :: (... -> any)
The cumulative density function
NOTE: this currently uses the very slow Simpson’s Rule to execute
a numerical integration of the pdf
function to approximate
the CDF. This leads to a trade-off between precision and speed.
A robust implementation of the 2F1 hypergeometric function is required to properly calculate the CDF of the t distribution.
Examples
iex> Statistics.Distributions.T.cdf(3).(0)
0.4909182507070275
Specs
pdf(number) :: (... -> any)
The probability density function
Examples
iex> Statistics.Distributions.T.pdf(3).(0)
0.3675525969478612
iex> Statistics.Distributions.T.pdf(1).(3.2)
0.028319384891796327
Specs
ppf(number) :: (... -> any)
The percentile-point function
NOTE: this is very slow due to the current implementation of the CDF