Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public static double NoncentralstudentsT( double t, int idf, double delta ) |
Visual Basic (Declaration) |
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Public Shared Function NoncentralstudentsT ( _ t As Double, _ idf As Integer, _ delta As Double _ ) As Double |
Visual C++ |
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public: static double NoncentralstudentsT( double t, int idf, double delta ) |
Parameters
- t
- Type: System..::.Double
A double scalar value representing the argument at which the function is to be evaluated.
- idf
- Type: System..::.Int32
An int scalar value representing the number of degrees of freedom. This must be positive.
- delta
- Type: System..::.Double
A double scalar value representing the noncentrality parameter.
Return Value
A double scalar value representing the probability that a noncentral Student's t random variable takes a value less than or equal to t.Remarks
The noncentral t random variable can be defined by the distribution function above, or alternatively and equivalently, as the ratio of a normal random variable and an independent chi-squared random variable. If w has a normal distribution with mean and variance equal to one, has an independent chi-squared distribution with degrees of freedom, and
then has a noncentral distribution with degrees of freedom and noncentrality parameter .The distribution function of the noncentral can also be expressed as a double integral involving a normal density function (see, for example, Owen 1962, page 108). The method Cdf.NoncentralstudentsT uses the method of Owen (1962, 1965), which uses repeated integration by parts on that alternate expression for the distribution function.