An enhanced algorithm for noncentral T-distribution
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949659408811561
Reference20 articles.
1. Representations of the central and non-central t distributions
2. Algorithm AS 5: The Integral of the Non-Central t-Distribution
3. Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
4. Some Approximations to the Percentage Points of the Non-Central t-Distribution
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