jburkardt

ASA243\ CDF of the noncentral T Distribution {#asa243-cdf-of-the-noncentral-t-distribution align=”center”} ====================================

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ASA243 is a C++ library which computes the cumulative density function (CDF) of the noncentral Student’s T probability density function.

ASA243 is Applied Statistics Algorithm 243. 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”}

ASA243 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”}

ASA005, a C++ library which evaluates the CDF of the noncentral T distribution.

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

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

Reference: {#reference align=”center”}

1. William Guenther,\ Evaluation of probabilities for the noncentral distributions and difference of two T-variables with a desk calculator,\ Journal of Statistical Computation and Simulation,\ Volume 6, Number 3-4, 1978, pages 199-206.
2. Russell Lenth,\ Algorithm AS 243: Cumulative Distribution Function of the Non-Central T Distribution,\ Applied Statistics,\ Volume 38, Number 1, 1989, pages 185-189.

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

• asa243.cpp, the source code.
• asa243.hpp, the include file.

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

• asa243_prb.cpp, a sample calling program.
• asa243_prb_output.txt, the output file.

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

• ALNORM computes the cumulative density of the standard normal distribution.
• BETAIN computes the incomplete Beta function ratio.
• STUDENT_NONCENTRAL_CDF_VALUES returns values of the noncentral Student CDF.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.
• TNC computes the tail of the noncentral T distribution.

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

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Last revised on 25 January 2008.