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Update StudentT.php
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Beakerboy committed Oct 12, 2021
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6 changes: 6 additions & 0 deletions src/Probability/Distribution/Continuous/StudentT.php
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Expand Up @@ -53,6 +53,12 @@ public function __construct(float $ν)
* √νπ Γ | - |
* \ 2 /
*
* Rearranging the equation above and using Stirling approximation
* along with the saddlepoint expansion gives the following form:
*
* T = eᵗ⁻ᵘ * 1/√𝜏 * 1/√(1+x²/ν)
* Where t = npD₀(-ν/2, (ν+1)/2) + δ((ν+1)/2) - δ(ν/2)
* and u = ν/2 * log(1+x2⁄ν) = -npD₀(ν/2, (ν+x²)/2) + x²/2
*
* @param float $t t score
*
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