- QuantLib
- CumulativeStudentDistribution
 
Cumulative Student t-distribution. More...
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits unary_function< Real, Real >.
| Public Member Functions | |
| CumulativeStudentDistribution (Integer n) | |
| Real | operator() (Real x) const | 
Cumulative Student t-distribution.
Cumulative distribution function for  degrees of freedom (see mathworld.wolfram.com):
 degrees of freedom (see mathworld.wolfram.com): 
![\[ F(x) = \int_{-\infty}^x\,f(y)\,dy = \frac{1}{2}\, +\,\frac{1}{2}\,sgn(x)\, \left[ I\left(1,\frac{n}{2},\frac{1}{2}\right) - I\left(\frac{n}{n+y^2}, \frac{n}{2},\frac{1}{2}\right)\right] \]](form_186.png) 
 where  is the regularized incomplete beta function.
 is the regularized incomplete beta function.