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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

CROSS-REFERENCE INFORMATION

This function calls:
 error Display message and abort function. nan Not-a-Number.
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 %
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

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