- 1. Numerical Approximation for cumulative t-distribution? (score: 1)
- Author: "Tom Downing" <td@quaestor.com>
- Date: Tue, 25 Jun 2002 20:05:56 +0100
- Aside from numerical integration, would anyone know if there exist algorithms to calculate the cumulative t-distribution density function( implemented via the s-plus pt(q,df) function) ? I am looking
- /archives/html/s-news/2002-06/msg00211.html (8,290 bytes)
- 2. Re: Numerical Approximation for cumulative t-distribution? (score: 1)
- Author: ripley@stats.ox.ac.uk
- Date: Tue, 25 Jun 2002 21:41:02 +0100 (BST)
- Yes, there are several. I would look in the (older) books on statistical computing. The t is a special case of the F and so can be computed from incomplete beta functions, and you can find algorithms
- /archives/html/s-news/2002-06/msg00214.html (8,336 bytes)
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