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Evaluation of the Noncentral t Distribution with S-Systems

โœ Scribed by Dr. E. O. Voit; Dr. P. F. Rust

Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
722 KB
Volume
32
Category
Article
ISSN
0323-3847

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โœฆ Synopsis

Densities, citniultitives, and qita~itilcs of the noncentral distributions nre notoriously difficult to cnlculate. I t is shown how the noncentral t distribution is represented in the canonical S-systciii form, i.e., as a set of first-order nonlinear differential equations in which the derivative of each variable equals a difference of two products of power-law functions. By solving the S-system numerimlly one rapidly obtains densitiea, cumulativea, quantiles, and moments of thc ccntr:iI crnd noncentrel 1 distributions, ~8 well aa power functions for the I-test.

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