asa005

asa005, a MATLAB code which evaluates the lower tail of the noncentral T distribution, by BE Cooper.

asa005() is a version of Applied Statistics Algorithm 5.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

asa005 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa005_test

asa076, a MATLAB code which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.

asa243, a MATLAB code which evaluates the CDF of the noncentral T distribution.

owen, a MATLAB code which evaluates Owen's T function.

Author:

Original FORTRAN77 version by BE Cooper; MATLAB 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:

• alnorm.m computes the cumulative density of the standard normal distribution.
• prncst.m computes lower tail of noncentral T distribution.
• tfn.m calculates the T-function of Owen.