File:Student t cdf.svg

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Summary

Description
English: Plot of the cumulative distribution functions of several members of the Student t-family of probability distributions.
Date
Source Own work
Author Skbkekas
SVG development
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This plot was created with Matplotlib.
Source code
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Python code

import numpy as np
import matplotlib.pyplot as plt
import scipy.special as sp
import scipy.integrate as integral
 
col = ['orange', 'purple', 'deepskyblue']
 
X = np.arange(-5, 5, 0.005)
 
plt.clf()
plt.figure(figsize=(4,3.2))
plt.axes([0.17,0.13,0.79,0.8])
plt.hold(True)
 
A = []

def PDF(x,nu):
	Y = -(nu+1)*np.log(1+x**2/nu)/2
	Y += sp.gammaln((nu+1)/2.0)
	Y -= sp.gammaln(nu/2.0)
	Y -= 0.5*np.log(nu*np.pi)
	Y = np.exp(Y)
	return Y

for k,nu in enumerate([1,2,5]):
	Y=[]
	for x in X:
		Y.append(integral.quad(lambda t: PDF(t,nu),-1000,x))
	a = plt.plot(X, Y, '-', color=col[k], lw=1.5)
	A.append(a)

# Degenerate into Normal distribution
from scipy.stats import norm
Y = norm.cdf(X)
a = plt.plot(X, Y, '-', color='black', lw=1.5)
A.append(a)
 
plt.xlabel("x")
plt.ylabel(u"P(X\N{Less-THAN OR EQUAL TO}x)")

bx = plt.legend(A, (r"$\nu=1$", r"$\nu=2$", r"$\nu=5$", r"$\nu=+\infty$"),\
                numpoints=1, handlelen=0.05, handletextpad=0.4,\
                loc="lower right")
bx.draw_frame(False)
plt.xlim(-5,5)
 
plt.savefig("student_t_cdf.pdf")
plt.savefig("student_t_cdf.eps")
plt.savefig("student_t_cdf.svg")

Licensing

I, the copyright holder of this work, hereby publish it under the following license:
w:en:Creative Commons
attribution
This file is licensed under the Creative Commons Attribution 3.0 Unported license.
You are free:
  • to share – to copy, distribute and transmit the work
  • to remix – to adapt the work
Under the following conditions:
  • attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.

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22 February 2010

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current16:37, 3 April 2014360 × 288 (35 KB)Hydroxfixed colours (hand-edited SVG)

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