std::student_t_distribution

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std::student_t_distribution
 
Defined in header <random>
template< class RealType = double >
class student_t_distribution;
 (since C++11)

Produces random floating-point values x, distributed according to probability density function:

p(x|n) =
1
√nπ
 ·
Γ(
n+1
2
)
Γ(
n
2
)
 · ⎛
⎜
⎝1+
x2
n
⎞
⎟
⎠ -
n+1
2

where n is known as the number of degrees of freedom. This distribution is used when estimating the mean of an unknown normally distributed value given n+1 independent measurements, each with additive errors of unknown standard deviation, as in physical measurements. Or, alternatively, when estimating the unknown mean of a normal distribution with unknown standard deviation, given n+1 samples.

std::student_t_distribution satisfies all requirements of RandomNumberDistribution

Template parameters

RealType - The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double.

Member types

Member type Definition
result_type RealType
param_type(C++11) the type of the parameter set, see RandomNumberDistribution.

Member functions

(C++11)
 constructs new distribution
(public member function)
(C++11)
 resets the internal state of the distribution
(public member function)
Generation
(C++11)
 generates the next random number in the distribution
(public member function)
Characteristics
returns the n distribution parameter (degrees of freedom)
(public member function)
(C++11)
 gets or sets the distribution parameter object
(public member function)
(C++11)
 returns the minimum potentially generated value
(public member function)
(C++11)
 returns the maximum potentially generated value
(public member function)

Non-member functions

(C++11)(C++11)(removed in C++20)
 compares two distribution objects
(function)
(C++11)
 performs stream input and output on pseudo-random number distribution
(function template)

Example

Run this code
#include <algorithm>
#include <cmath>
#include <iomanip>
#include <iostream>
#include <map>
#include <random>
#include <vector>
 
template <int Height = 5, int BarWidth = 1, int Padding = 1, int Offset = 0,
          bool DrawMinMax = true, class Sample>
void draw_vbars(Sample const& s) {
    static_assert((Height > 0) && (BarWidth > 0) && (Padding >= 0) && (Offset >= 0));
    auto cout_n = [](auto const& v, int n) { while (n-- > 0) { std::cout << v; } };
    const auto [min, max] = std::minmax_element(std::cbegin(s), std::cend(s));
    std::vector<std::div_t> qr;
    for (float e : s) {
        qr.push_back(std::div(std::lerp(0.f, Height*8, (e - *min)/(*max - *min)), 8));
    }
    for (auto h{Height}; h-- > 0 ;) {
        cout_n(' ', Offset);
        for (auto [q, r] : qr) {
            char d[] = "█"; // == { 0xe2, 0x96, 0x88, 0 }
            q < h ? d[0] = ' ', d[1] = '\0' : q == h ? d[2] -= (7 - r) : 0;
            cout_n(d, BarWidth);
            cout_n(' ', Padding);
        }
        if (DrawMinMax && Height > 1)
            h == Height - 1 ? std::cout << "┬ " << *max:
                     h != 0 ? std::cout << "│"
                            : std::cout << "┴ " << *min;
        cout_n('\n', 1);
    }
}
 
int main() {
    std::random_device rd{};
    std::mt19937 gen{rd()};
 
    std::student_t_distribution<> d{10.0f};
 
    const int norm = 10'000;
    const float cutoff = 0.000'3f;
 
    std::map<int, int> hist{};
    for(int n=0; n<norm; ++n) { ++hist[std::round(d(gen))]; }
 
    std::vector<float> bars;
    std::vector<int> indices;
    for (const auto [n, p] : hist) {
        if (float x = p * (1.0f / norm); cutoff < x) {
            bars.push_back(x);
            indices.push_back(n);
        }
    }
 
    draw_vbars<8,5>(bars);
    for (int n : indices) { std::cout << " " << std::setw(2) << n << "   "; }
    std::cout << '\n';
}

Possible output: 

                        █████                               ┬ 0.3753
                        █████                               │
                  ▁▁▁▁▁ █████                               │
                  █████ █████ ▆▆▆▆▆                         │
                  █████ █████ █████                         │
                  █████ █████ █████                         │
            ▄▄▄▄▄ █████ █████ █████ ▄▄▄▄▄                   │
▁▁▁▁▁ ▃▃▃▃▃ █████ █████ █████ █████ █████ ▃▃▃▃▃ ▁▁▁▁▁ ▁▁▁▁▁ ┴ 0.0049
 -4    -3    -2    -1     0     1     2     3     4     5

External links

Weisstein, Eric W. "Student's t-Distribution." From MathWorld--A Wolfram Web Resource.

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