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std::student_t_distribution

From cppreference.com
< cpp‎ | numeric‎ | random
 
 
 
Pseudo-random number generation
Engines and engine adaptors
Generators
Distributions
Uniform distributions
Bernoulli distributions
Poisson distributions
Normal distributions
student_t_distribution
(C++11)
Sampling distributions
Seed Sequences
(C++11)
C library
 
 
Defined in header <random>
template< class RealType = double >
class student_t_distribution;
(since C++11)

Produces random floating-point values x, distributed according to probability density function:

P(x|n) =
1
·
Γ(
n+1
2
)
Γ(
n
2
)
·

1+
x2
n


-
n+1
2

where n is known as the number of degrees of freedom. This distribution is used when estimating the mean of an unknown normally distributed value given n+1 independent measurements, each with additive errors of unknown standard deviation, as in physical measurements. Or, alternatively, when estimating the unknown mean of a normal distribution with unknown standard deviation, given n+1 samples.

std::student_t_distribution satisfies all requirements of RandomNumberDistribution

Contents

[edit] Template parameters

RealType - The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double.


[edit] Member types

Member type Definition
result_type RealType
param_type the type of the parameter set, see RandomNumberDistribution.

[edit] Member functions

constructs new distribution
(public member function) [edit]
resets the internal state of the distribution
(public member function) [edit]
Generation
generates the next random number in the distribution
(public member function) [edit]
Characteristics
returns the n distribution parameter (degrees of freedom)
(public member function) [edit]
gets or sets the distribution parameter object
(public member function) [edit]
returns the minimum potentially generated value
(public member function) [edit]
returns the maximum potentially generated value
(public member function) [edit]

[edit] Non-member functions

compares two distribution objects
(function) [edit]
performs stream input and output on pseudo-random number distribution
(function template) [edit]

[edit] Example

[edit] External links

Weisstein, Eric W. "Student's t-Distribution." From MathWorld--A Wolfram Web Resource.