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Student's T Distribution
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Student's t Distribution
Student's t distribution is commonly used to test if the
difference between the means of two samples is statistically
significant. It is a variation of the normal distribution that
takes into account that the mean of a sample is only an estimate
for the mean of the population.
The Student t distribution has one shape parameter: the degrees
of freedom, commonly denoted by the Greek letter ν. The
probability density function is:
The Student t distribution is implemented by the
StudentTDistribution class. It has one constructor
with the degrees of freedom as its only argument.
The following constructs the Student t distribution with 8
degrees of freedom:
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StudentTDistribution studentT = new StudentTDistribution(8); |
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Dim studentT As StudentTDistribution = New StudentTDistribution(8) |
The StudentTDistribution class has one specific
properties,
DegreesOfFreedom, which returns the degrees of freedom
of the distribution.
StudentTDistribution has one static
(Shared in Visual Basic) method,
GetRandomVariate, which generates a random variate
using a user-supplied uniform random number generator. The second
and third parameters are the location and scale parameters of the
distribution.
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MersenneTwister random = new MersenneTwister();
double variate = StudentTDistribution.GetRandomVariate(random, 8); |
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Dim random As MersenneTwister = New MersenneTwister()
Dim variate As Double = StudentTDistribution.GetRandomVariate(random, 1.8) |
The above example uses the Mersenne
Twister to generate uniform random numbers.
For details of the properties and methods common to all
continuous distribution classes, see the topic on ContinuousDistribution
class.
Up: Continuous Probability Distributions Next: The Triangular Distribution Previous: The Rayleigh Distribution Contents
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