jburkardt

ASA005\ CDF of Noncentral T Distribution. {#asa005-cdf-of-noncentral-t-distribution. align=”center”} =================================


ASA005 is a C++ library which evaluates the lower tail of the noncentral T distribution, by BE Cooper.

ASA005 is Applied Statistics Algorithm 5. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing: {#licensing align=”center”}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

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ASA005 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

ASA076, a C++ library which evaluates the Owen’s T function, needed to compute the CDF of the noncentral T distribution.

ASA243, a C++ library which evaluates the CDF of the noncentral T distribution.

OWENS, a C++ library which evaluates Owen’s T function.

Author: {#author align=”center”}

Original FORTRAN77 version by BE Cooper; C++ version by John Burkardt.

Reference: {#reference align=”center”}

  1. BE Cooper,\ Algorithm AS 5: The Integral of the Non-Central T-Distribution,\ Applied Statistics,\ Volume 17, Number 2, 1968, page 193.

Source Code: {#source-code align=”center”}

Examples and Tests: {#examples-and-tests align=”center”}

List of Routines: {#list-of-routines align=”center”}

You can go up one level to the C++ source codes.


Last revised on 14 December 2011.