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cdft Scilab Group Scilab Function cdft
NAME
cdft - cumulative distribution function Student's T distribution
CALLING SEQUENCE
[P,Q]=cdft("PQ",T,Df)
[T]=cdft("T",Df,P,Q)
[Df]=cdft("Df",P,Q,T)
PARAMETERS
P,Q,T,Df : six real vectors of the same size.
P,Q (Q=1-P)
: The integral from -infinity to t of the t-density. Input range: (0,1].
T : Upper limit of integration of the t-density. Input range: (
-infinity, +infinity). Search range: [ -1E150, 1E150 ]
DF: Degrees of freedom of the t-distribution. Input range: (0 ,
+infinity). Search range: [1e-300, 1E10]
DESCRIPTION
Calculates any one parameter of the T distribution given values for the
others.
Formula 26.5.27 of Abramowitz and Stegun, Handbook of
Mathematical Functions (1966) is used to reduce the computation of the
cumulative distribution function to that of an incomplete beta.
Computation of other parameters involve a seach for a value that produces
the desired value of P. The search relies on the monotinicity of P
with the other parameter.
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