asa005

asa005, a FORTRAN90 code which evaluates the lower tail of the noncentral student's T cumulative density function (CDF), by BE Cooper.

The code is 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 FORTRAN90 code which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.

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

OWENS, a FORTRAN90 code 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:

Last revised on 26 August 2021.