cdftnc

Arguments

P, Q (Q = 1 - P)

real scalar or matrix, the lower-tail probability. Input range: (0,1].

T

real scalar or matrix, quantile value(s) of the non-central t distribution.

Df

real positive scalar or matrix, degrees of freedom of the t-distribution.

Pnonc

real positive scalar or matrix, non-centrality parameter.

Description

The function cdftnc computes the cumulative distribution function (CDF) of the non-central Student's t-distribution with

• Degrees of freedom Df

• Non-centrality parameters Pnonc

• Evaluated at value(s) T

T = cdftnc("T", Df, Pnonc, P, Q) computes the inverse of the non-central cumulative distribution (CDF) of the non-central Student's t-distribution.

P, Q, T, Df and Pnonc must have the same size.

Examples

T = 5;
Df = 2;
Pnonc = 1;
// Expected : P = 0.9301738 and Q = 1-P
[P, Q] = cdftnc("PQ", T, Df, Pnonc)

T = [-2 -1 1 2];
Df = 10*ones(T);
pn = 2*ones(T);
[P, Q] = cdftnc("PQ", T, Df, pn)

See also

• cdft — 累積分布関数:スチューデントのT分布

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