tdistribution: A t-distribution

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Create an object representing a univariate non-centered t-distribution.

Usage

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tdistribution(expectation = 0, degreesoffreedom = 1e+20, 
    lambda, P = 1)

Arguments

expectation

The expectation of the distribution.

degreesoffreedom

The degrees of freedom parameter.

lambda

The natural logarithm of the scale σ of the distribution. The standard t-distribution has scale 1, and the default for lambda is \log(1)=0.

P

An alternative to specifying the logged scale \log(σ) with lambda is to specify P: It is defined as P=1/σ^2.

Details

The probability density of a t-distribution with expectation μ, degrees of freedom ν, and logged scale λ is proportional to

f(x)=(ν + e^{-2λ}(x-μ)^2)^{-(ν+1)/2}

Value

A t-distribution.

Author(s)

Petter Mostad <mostad@chalmers.se>

See Also

mtdistribution

Examples

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lestat documentation built on May 2, 2019, 2:09 p.m.