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.
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 );
}