sizeparam_t_distn {SyScSelection}

Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a Student's t distribution.

Description

Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a Student's t distribution.

Usage

sizeparam_t_distn(prob, d, nu)

Arguments

prob

The target probability threshold

d

Number of dimensions in the multivariate distribution

nu

Degrees of freedom parameter for the t distribution

Value

The appropriate (scalar) size parameter

Examples

sizeparam_t_distn(0.95, 6, 5)