aesara.tensor.random.t

Contents

aesara.tensor.random.t#

aesara.tensor.random.t = <aesara.tensor.random.basic.StudentTRV object>[source]#

A Student’s t continuous random variable.

The probability density function for t in terms of its degrees of freedom parameter \nu, location parameter \mu and scale parameter \sigma is:

f(x; \nu, \alpha, \beta) = \frac{\Gamma(\frac{\nu + 1}{2})}{\Gamma(\frac{\nu}{2})} \left(\frac{1}{\pi\nu\sigma}\right)^{\frac{1}{2}} \left[1+\frac{(x-\mu)^2}{\nu\sigma}\right]^{-\frac{\nu+1}{2}}

for \nu > 0, \sigma > 0.