The non-central t distribution
[this page | pdf | back links]
![[SmartChart]](I/NoncentralTDistribution_files/image001.gif)
![[SmartChart]](I/NoncentralTDistribution_files/image002.gif)
![[SmartChart]](I/NoncentralTDistribution_files/image003.gif)
|
Distribution name
|
(Standard)
non-central t distribution (NCT)
|
|
Common notation
|
|
|
Parameters
|
 =
degrees of freedom ( , usually  is
an integer although in some situations a non-integral can
arise)
 =
non-centrality parameter
|
|
Domain
|
|
|
Probability density
function
|
where  is the NCT
cumulative distribution function
|
|
Cumulative distribution
function
|
where
|
|
Mean
|
|
|
Variance
|
|
|
Other comments
|
 has a standard
non-central  distribution with degrees
of freedom and non-centrality parameter  if  ,  ,  and  and
 are independent. It
has the following non-central moments:
|
Nematrian web functions
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “non-central t”.
Functions relating to a generalised version of this distribution including
additional location (i.e. shift) and scale parameters may be accessed by using
a DistributionName of “non-central t4”, see also including additional
shift and scale parameters. For details of other supported probability
distributions see here.
NAVIGATION LINKS
Contents | Prev | Next