ASA005
Cumulative Density Function (CDF) of Noncentral T Distribution.


ASA005 is a FORTRAN90 library which evaluates the lower tail of the noncentral student's T cumulative density function (CDF), by BE Cooper.

ASA005 is Applied Statistics Algorithm 5.

Languages:

ASA005 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA076, a FORTRAN90 library which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.

ASA243, a FORTRAN90 library which evaluates the CDF of the noncentral T distribution.

OWENS, a FORTRAN90 library which evaluates Owen's T function.

Author:

Original FORTRAN77 version by BE Cooper; FORTRAN90 version by John Burkardt.

Reference:

  1. BE Cooper,
    Algorithm AS 5: The Integral of the Non-Central T-Distribution,
    Applied Statistics,
    Volume 17, Number 2, 1968, page 193.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 26 January 2008.