jax.scipy.stats.t.logpdf

Contents

jax.scipy.stats.t.logpdf#

jax.scipy.stats.t.logpdf(x, df, loc=0, scale=1)[source]#

Student’s T log probability distribution function.

JAX implementation of scipy.stats.t logpdf.

The Student’s T probability distribution function is given by

\[f(x, \nu) = \frac{\Gamma((\nu + 1)/2)}{\sqrt{\pi\nu}\Gamma(\nu/2)}(1 + x^2/\nu)^{(\nu+1)/2}\]

Where \(\Gamma\) is the gamma() function, and \(\nu > 0\) is the degrees of freedom (JAX follows the scipy convention of naming this df).

Parameters:
Returns:

array of logpdf values.

Return type:

Array