Home > wafo > wstats > wtstat.m

wtstat

PURPOSE ^

Mean and variance for the Student's T distribution.

SYNOPSIS ^

[m,v]= wtstat(a);

DESCRIPTION ^

 WTSTAT Mean and variance for the Student's T  distribution. 
   
  CALL:  [m,v] = wtstat(df) 
  
    m, v = the mean and variance, respectively  
    df   = degrees of freedom of the Student's T distribution 
  
   Mean (m) and variance (v) for the T distribution is 
  
   m=0 if df>1  and  v=df/(df-2) if df>2 
  
  See also  wtpdf

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function [m,v]= wtstat(a); 
002 %WTSTAT Mean and variance for the Student's T  distribution. 
003 %  
004 % CALL:  [m,v] = wtstat(df) 
005 % 
006 %   m, v = the mean and variance, respectively  
007 %   df   = degrees of freedom of the Student's T distribution 
008 % 
009 %  Mean (m) and variance (v) for the T distribution is 
010 % 
011 %  m=0 if df>1  and  v=df/(df-2) if df>2 
012 % 
013 % See also  wtpdf 
014  
015  
016 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability 
017 % and Life Span Models", Marcel Dekker. 
018  
019  
020 % Tested on; Matlab 5.3 
021 % History:  
022 % by pab 23.10.2000 
023  
024 error(nargchk(1,1,nargin)) 
025  
026 %   Initialize Mean and Variance to zero. 
027 m = zeros(size(a)); 
028 v = zeros(size(a)); 
029  
030 ok = (a > 0 & floor(a)==a); 
031 k = find(a>2 & ok); 
032 if any(k) 
033   v(k) = a(k)./(a(k)-2); 
034 end 
035  
036 k1 = find(~ok | a<=1); 
037 if any(k1) 
038   tmp = NaN; 
039   m(k1) = tmp(ones(size(k1))); 
040 end 
041   k1 = find(~ok | a<=2); 
042 if any(k1) 
043   tmp = NaN; 
044   v(k1) = tmp(ones(size(k1)));    
045 end 
046  
047  
048

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

Comments or corrections to the WAFO group


Generated on Thu 06-Oct-2005 02:21:16 for WAFO by m2html © 2003