CdfComplementaryStudentsT Method |
Calculates the complement of the Student's t distribution.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double ComplementaryStudentsT(
double t,
double df
)
Public Shared Function ComplementaryStudentsT (
t As Double,
df As Double
) As Double
public:
static double ComplementaryStudentsT(
double t,
double df
)
static member ComplementaryStudentsT :
t : float *
df : float -> float
Parameters
- t
- Type: SystemDouble
A double scalar value for which is to be evaluated.
- df
- Type: SystemDouble
A double scalar value representing the number of degrees of
freedom. This must be at least one.
Return Value
Type:
Double
A
double scalar value representing the probability that a
Student's
t random variable takes a value greater than
t.
Remarks
Method
Cdf.ComplementaryStudentsT evaluates one minus the
distribution function of a Student's
t random variable with
df degrees of freedom. If the square of
t is greater than or equal to
df, the relationship of a
t to an
f random variable (and subsequently, to a beta random
variable) is exploited, and routine
Cdf.Beta is used. Otherwise,
the method described by Hill (1970) is used. If
df is not an integer, if
df
is greater than 19, or if
df is greater than
200, a Cornish-Fisher expansion is used to evaluate the
distribution function. If
df is less than 20 and
is less than 2.0, a
trigonometric series (see Abramowitz and Stegun 1964, equations
26.7.3 and 26.7.4, with some rearrangement) is used. For the
remaining cases, a series given by Hill (1970) that converges well
for large values of
t is used.
This function provides higher right tail accuracy for the
Student's t distribution.
See Also