jburkardt

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

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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.

Languages: {#languages align=”center”}

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

Related Data and Programs: {#related-data-and-programs align=”center”}

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”}

• asa005.cpp, the source code.
• asa005.hpp, the include file.

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

• asa005_prb.cpp, a sample calling program.
• asa005_prb_output.txt, the output file.

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

• ALNORM computes the cumulative density of the standard normal distribution.
• PRNCST computes lower tail of noncentral T distribution.
• STUDENT_NONCENTRAL_CDF_VALUES returns values of the noncentral Student CDF.
• TFN calculates the T-function of Owen.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

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

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Last revised on 14 December 2011.