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NoncentralTDistributionVariance Property |
Gets the variance for this distribution.
Namespace: Accord.Statistics.Distributions.Univariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
SyntaxRequest Example
View Source
IUnivariateDistributionTObservationVariance
Property Value
Type: DoubleImplements
IUnivariateDistributionVarianceIUnivariateDistributionTObservationVariance
Remarks
The noncentral t-distribution's variance is defined in terms of
the Gamma function Γ(x) as
a - b * c² in which
a = v*(1+μ²) / (v-2),
b = (u² * v) / 2 and
c = Γ((v - 1) / 2) / Γ(v / 2) for v > 2.
See Also