ASA243
CDF of the noncentral T Distribution
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:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
ASA243 is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version
Related Data and Programs:
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:

William Guenther,
Evaluation of probabilities for the noncentral distributions and
difference of two Tvariables with a desk calculator,
Journal of Statistical Computation and Simulation,
Volume 6, Number 34, 1978, pages 199206.

Russell Lenth,
Algorithm AS 243:
Cumulative Distribution Function of the NonCentral T Distribution,
Applied Statistics,
Volume 38, Number 1, 1989, pages 185189.
Source Code:
Examples and Tests:
List of Routines:

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.
Last revised on 25 January 2008.