Expand description
Student’s t-distribution — pdf / cdf / quantile + the two-sided p-value the
t-tests use. The CDF is exact via the regularized incomplete beta
(super::special::betai); the quantile inverts it numerically.
Functions§
- cdf
- cdf
P(T ≤ t)withnudegrees of freedom. UsesI_x(ν/2, ½)withx = ν/(ν+t²)and the sign oft. - pdf of the t-distribution with
nu > 0degrees of freedom. - quantile
- Inverse cdf (quantile) for
0 < p < 1. - two_
sided_ p - Two-sided p-value for a t statistic:
2·(1 − P(T ≤ |t|)) = I_x(ν/2, ½). - upper_p
- One-sided upper-tail p-value
P(T ≥ t).