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t-distribution

This section contains functions for working with noncentral Student's t-distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the law of noncentral t-distribution. The noncentral t-distribution is defined by the following formula:

pdf_noncentral_T_distribution

where:

  • x – value of the random variable
  • ν –  parameter of distribution (number of degrees of freedom)
  • σ – noncentrality parameter

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityNoncentralT

Calculates the probability density function of the noncentral t-distribution

MathCumulativeDistributionNoncentralT

Calculates the value of the noncentral t-distribution function

MathQuantileNoncentralT

Calculates the value of the inverse noncentral t-distribution function for the specified probability

MathRandomNoncentralT

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the noncentral Student's t-distribution law

MathMomentsNoncentralT

Calculates the theoretical numerical values of the first 4 moments of the noncentral Student's t-distribution


Updated: 2017.01.10