View source: R/students_t_distribution.R
| students_t_distribution | R Documentation |
Functions to compute the probability density function, cumulative distribution function, and quantile function for the Student's t distribution.
students_t_distribution(df = 1)
students_t_pdf(x, df = 1)
students_t_lpdf(x, df = 1)
students_t_cdf(x, df = 1)
students_t_lcdf(x, df = 1)
students_t_quantile(p, df = 1)
students_t_find_degrees_of_freedom(
difference_from_mean,
alpha,
beta,
sd,
hint = 100
)
df |
degrees of freedom (default is 1) |
x |
quantile |
p |
probability (0 <= p <= 1) |
difference_from_mean |
The difference from the assumed nominal mean that is to be detected. |
alpha |
The acceptable probability of a Type I error (false positive). |
beta |
The acceptable probability of a Type II error (false negative). |
sd |
The assumed standard deviation. |
hint |
An initial guess for the degrees of freedom to start the search from (current sample size is a good start). |
A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.
Boost Documentation for more details on the mathematical background.
# Student's t distribution with 5 degrees of freedom
dist <- students_t_distribution(5)
# Apply generic functions
cdf(dist, 0.5)
logcdf(dist, 0.5)
pdf(dist, 0.5)
logpdf(dist, 0.5)
hazard(dist, 0.5)
chf(dist, 0.5)
mean(dist)
median(dist)
mode(dist)
range(dist)
quantile(dist, 0.2)
standard_deviation(dist)
support(dist)
variance(dist)
skewness(dist)
kurtosis(dist)
kurtosis_excess(dist)
# Convenience functions
students_t_pdf(0, 5)
students_t_lpdf(0, 5)
students_t_cdf(0, 5)
students_t_lcdf(0, 5)
students_t_quantile(0.5, 5)
# Find degrees of freedom needed to detect a difference from mean of 2.0
# with alpha = 0.05 and beta = 0.2 when the standard deviation is 3.0
students_t_find_degrees_of_freedom(2.0, 0.05, 0.2, 3.0)
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