Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public static double NoncentralStudentsT( double t, double df, double delta ) |
Visual Basic (Declaration) |
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Public Shared Function NoncentralStudentsT ( _ t As Double, _ df As Double, _ delta As Double _ ) As Double |
Visual C++ |
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public: static double NoncentralStudentsT( double t, double df, double delta ) |
Parameters
- t
- Type: System..::.Double
A double value representing the argument at which the function is to be evaluated.
- df
- Type: System..::.Double
A double value representing the number of degrees of freedom. df must be positive.
- delta
- Type: System..::.Double
A double value representing the noncentrality parameter.
Return Value
A double value representing the probability density associated with a noncentral Student's t random variable with value t.Remarks
The noncentral Student's t-distribution is a generalization of the Student's t-distribution. If is a normally distributed random variable with unit variance and mean and is a chi-square random variable with degrees of freedom that is statistically independent of , then
is a noncentral t-distributed random variable with degrees of freedom and noncentrality parameter , that is, with = df, and = delta. The probability density function for the noncentral t-distribution is:
where
and t = t.
For noncentrality parameter = 0, the PDF reduces to the (central) Student's t PDF:
and, for t = 0, the Pdf becomes: