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Student T Distribution¤

stamox.distribution.pt(q: Union[Float, ArrayLike], df: Union[Int, Float, ArrayLike], loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail: bool = True, log_prob: bool = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike ¤

Calculates the probability of a given value for Student T distribution.

Parameters:

Name Type Description Default
q Union[Float, ArrayLike]

The value to calculate the probability of.

required
df Union[Int, Float, ArrayLike]

The degrees of freedom of the distribution.

required
loc Union[Float, ArrayLike]

The location parameter of the distribution.

0.0
scale Union[Float, ArrayLike]

The scale parameter of the distribution.

1.0
lower_tail bool

Whether to calculate the lower tail probability or not.

True
log_prob bool

Whether to return the log probability or not.

False
dtype

The dtype of the output. Defaults to jnp.float_.

<class 'jax.numpy.float64'>

Returns:

Type Description
ArrayLike

The cdf value of the given value for Student T distribution.

Examples:

>>> pt(1.0, 1.0)
Array(0.74999994, dtype=float32, weak_type=True)

stamox.distribution.qt(p: Union[Float, ArrayLike], df: Union[Int, Float, ArrayLike], loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail = True, log_prob = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike ¤

Calculates the quantile of Student T distribution.

Parameters:

Name Type Description Default
p Union[Float, ArrayLike]

A float or array-like object representing the quantile to be calculated.

required
df Union[Int, Float, ArrayLike]

An int, float, or array-like object representing the degrees of freedom.

required
loc Union[Float, ArrayLike]

An optional float or array-like object representing the location parameter. Defaults to 0.0.

0.0
scale Union[Float, ArrayLike]

An optional float or array-like object representing the scale parameter. Defaults to 1.0.

1.0
lower_tail

A boolean indicating whether the lower tail should be used. Defaults to True.

True
log_prob

A boolean indicating whether the probability should be logged. Defaults to False.

False
dtype

The dtype of the output. Defaults to jnp.float_.

<class 'jax.numpy.float64'>

Returns:

Type Description
ArrayLike

The quantile of the Student T distribution.

Examples:

>>> qt(0.5, 1.0)
Array(0., dtype=float32, weak_type=True)

stamox.distribution.dt(x: Union[Float, ArrayLike], df: Union[Int, Float, ArrayLike], loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail: bool = True, log_prob: bool = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike ¤

Calculates the probability density function of a Student's t-distribution.

Parameters:

Name Type Description Default
x Union[Float, ArrayLike]

A float or array-like object representing the values at which to evaluate

required
df Union[Int, Float, ArrayLike]

Degrees of freedom for the Student's t-distribution.

required
loc Union[Float, ArrayLike]

Location parameter for the Student's t-distribution. Defaults to 0.0.

0.0
scale Union[Float, ArrayLike]

Scale parameter for the Student's t-distribution. Defaults to 1.0.

1.0
lower_tail bool

Whether to return the lower tail probability. Defaults to True.

True
log_prob bool

Whether to return the log probability. Defaults to False.

False
dtype

The dtype of the output. Defaults to jnp.float_.

<class 'jax.numpy.float64'>

Returns:

Type Description
ArrayLike

The probability density function evaluated at x.

Examples:

>>> dt(1.0, 1.0)
Array(0.1591549, dtype=float32, weak_type=True)

stamox.distribution.rt(key: PRNGKeyArray, sample_shape: Optional[Sequence[int]] = None, df: Union[Int, Float, ArrayLike] = None, loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail: bool = True, log_prob: bool = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike ¤

Generates random numbers from a t-distribution.

Parameters:

Name Type Description Default
key PRNGKeyArray

Type of the random number generator.

required
sample_shape Optional[Sequence[int]]

Shape of the output array.

None
df Union[Int, Float, ArrayLike]

Degrees of freedom.

None
loc Union[Float, ArrayLike]

Location parameter.

0.0
scale Union[Float, ArrayLike]

Scale parameter.

1.0
lower_tail bool

Whether to return the lower tail probability. Defaults to True.

True
log_prob bool

Whether to return the log probability. Defaults to False.

False
dtype

The dtype of the output. Defaults to jnp.float_.

<class 'jax.numpy.float64'>

Returns:

Type Description
ArrayLike

Random numbers from a t-distribution.

Examples:

>>> rt(key, (2, 3), 1.0)
Array([[1.9982358e+02, 2.3699088e-01, 6.6509140e-01],
        [5.3681795e-02, 3.3967651e+01, 6.8611817e+00]], dtype=float32)