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asa005.html
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<html>
<head>
<title>
ASA005 - CDF of Noncentral T Distribution.
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA005 <br> CDF of Noncentral T Distribution.
</h1>
<hr>
<p>
<b>ASA005</b>
is a MATLAB program which
evaluates the lower tail of the noncentral T distribution,
by BE Cooper.
</p>
<p>
<b>ASA005</b> is Applied Statistics Algorithm 5. Source code for many
Applied Statistics Algorithms is available through
<a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>ASA005</b> is available in
<a href = "../../c_src/asa005/asa005.html">a C version</a> and
<a href = "../../cpp_src/asa005/asa005.html">a C++ version</a> and
<a href = "../../f77_src/asa005/asa005.html">a FORTRAN77 version</a> and
<a href = "../../f_src/asa005/asa005.html">a FORTRAN90 version</a> and
<a href = "../../m_src/asa005/asa005.html">a MATLAB version.</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../m_src/asa076/asa076.html">
ASA076</a>,
a MATLAB library which
evaluates the Owen's T function, needed to compute the CDF of the
noncentral T distribution.
</p>
<p>
<a href = "../../m_src/asa243/asa243.html">
ASA243</a>,
a MATLAB library which
evaluates the CDF of the noncentral T distribution.
</p>
<p>
<a href = "../../m_src/owens/owens.html">
OWENS</a>,
a MATLAB library which
evaluates Owen's T function.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by BE Cooper;
MATLAB version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
BE Cooper,<br>
Algorithm AS 5:
The Integral of the Non-Central T-Distribution,<br>
Applied Statistics,<br>
Volume 17, Number 2, 1968, page 193.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "alngam.m">alngam.m</a>
computes the logarithm of the gamma function.
</li>
<li>
<a href = "alnorm.m">alnorm.m</a>
computes the cumulative density of the standard normal distribution.
</li>
<li>
<a href = "prncst.m">prncst.m</a>
computes lower tail of noncentral T distribution.
</li>
<li>
<a href = "student_noncentral_cdf_values.m">student_noncentral_cdf_values.m</a>
returns values of the noncentral Student CDF.
</li>
<li>
<a href = "tfn.m">tfn.m</a>
calculates the T-function of Owen.
</li>
<li>
<a href = "timestamp.m">timestamp.m</a>
prints out the current YMDHMS date as a timestamp.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa005_test.m">asa005_test.m</a>,
a sample calling program.
</li>
<li>
<a href = "asa005_test01.m">asa005_test01.m</a>,
tests PRNCST.
</li>
<li>
<a href = "asa005_test_output.txt">asa005_test_output.txt</a>,
the output file.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../m_src.html">
the MATLAB source codes</a>.
</p>
<hr>
<i>
Last revised on 26 February 2010.
</i>
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</body>
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</html>