tdistribution {lestat}

A t-distribution

Description

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

Usage

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 \sigma 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(\sigma) with lambda is to specify P: It is defined as P=1/\sigma^2.

Details

The probability density of a t-distribution with expectation \mu, degrees of freedom \nu, and logged scale \lambda is proportional to

f(x)=(\nu + e^{-2\lambda}(x-\mu)^2)^{-(\nu+1)/2}

Value

A t-distribution.

Author(s)

Petter Mostad <[e-mail]>

See Also

mtdistribution

Examples

dist <- tdistribution(3)
plot(dist)