InvCdfNoncentralstudentsT Method |
Evaluates the inverse of the noncentral Student's t
cumulative probability distribution function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double NoncentralstudentsT(
double p,
int idf,
double delta
)
Public Shared Function NoncentralstudentsT (
p As Double,
idf As Integer,
delta As Double
) As Double
public:
static double NoncentralstudentsT(
double p,
int idf,
double delta
)
static member NoncentralstudentsT :
p : float *
idf : int *
delta : float -> float
Parameters
- p
- Type: SystemDouble
A double scalar value representing the probability for which
the function is to be evaluated.
- idf
- Type: SystemInt32
An int scalar value representing the number of degrees of
freedom. This must be positive.
- delta
- Type: SystemDouble
A double scalar value representing the noncentrality
parameter.
Return Value
Type:
Double
A
double scalar value. The probability that a noncentral
Student's t random variable takes a value less than or equal to
this returned value is
p.
Remarks
Method
InvCdf.NoncentralstudentsT evaluates the inverse
distribution function of a noncentral
t random variable with
idf degrees of freedom and noncentrality
parameter
delta; that is, with
,
,
, it determines
InvCdf.NoncentralstudentsT(p, idf, delta), such that
where
is the Gamma function. The
probability that the random variable takes a value less than or
equal to
is
P. See
Cdf.NoncentralstudentsT for an alternative definition
in terms of normal and chi-squared random variables. The method
InvCdf.NoncentralstudentsT uses bisection and modified regula falsi
to invert the distribution function, which is evaluated using
Cdf.NoncentralstudentsT.
See Also