asa243

asa243, a MATLAB code which computes the cumulative density function (CDF) of the noncentral Student's T probability density function, by Russell Lenth.

This is a version of Applied Statistics Algorithm 243.

Licensing:

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

Languages:

asa243 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version

Related Data and Programs:

asa243_test

asa005, a MATLAB code which evaluates the CDF of the noncentral T distribution.

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

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

Author:

Original FORTRAN77 version by Russell Lenth; Matlab version by John Burkardt.

Reference:

1. William Guenther,
   Evaluation of probabilities for the noncentral distributions and difference of two T-variables with a desk calculator,
   Journal of Statistical Computation and Simulation,
   Volume 6, Number 3-4, 1978, pages 199-206.
2. Russell Lenth,
   Algorithm AS 243: Cumulative Distribution Function of the Non-Central T Distribution,
   Applied Statistics,
   Volume 38, Number 1, 1989, pages 185-189.

Source Code:

• alnorm.m computes the cumulative density of the standard normal distribution.
• betain.m computes the incomplete Beta function ratio.
• tnc.m computes the tail of the noncentral T distribution.