QuantLib_StudentDistribution man page

StudentDistribution — Student t-distribution.


#include <ql/math/distributions/studenttdistribution.hpp>

Inherits unary_function< Real, Real >.

Public Member Functions

StudentDistribution (Integer n)

Real operator() (Real x) const

Detailed Description

Student t-distribution.

Probability density function for $ n $ degrees of freedom (see mathworld.wolfram.com or wikipedia.org): [ f(x) = ac {Gammaleft(ac{n+1}{2}right)} {sqrt{npi} Gammaleft(ac{n}{2}right)} ac {1} {left(1+ac{x^2}{n}right)^{(n+1)/2}} ]


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Referenced By

StudentDistribution(3) is an alias of QuantLib_StudentDistribution(3).

QuantLib Version 1.8.1 Fri Sep 23 2016