Cumulative Student t-distribution. More...
#include <ql/math/distributions/bivariatestudenttdistribution.hpp>
Public Member Functions | |
| BivariateCumulativeStudentDistribution (Natural n, Real rho) | |
| Real | operator() (Real x, Real y) const |
Cumulative Student t-distribution.
Implemented following the formulas from Dunnett, C.W. and Sobel, M. (1954). A bivariate generalization of Student t-distribution with tables for certain special cases. Biometrika 41, 153–169.
| BivariateCumulativeStudentDistribution | ( | Natural | n, |
| Real | rho | ||
| ) |
| n | degrees of freedom |
| rho | correlation |