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<html>
<head>
<title>
ASA243 - CDF of the noncentral T Distribution
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA243 <br> CDF of the noncentral T Distribution
</h1>
<hr>
<p>
<b>ASA243</b>
is a FORTRAN90 library which
computes the cumulative density function (CDF) of the
noncentral Student's T probability density function,
by Russell Lenth.
</p>
<p>
<b>ASA243</b> is Applied Statistics Algorithm 243. Source code for many
Applied Statistics Algorithms is available through
<a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>.
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>ASA243</b> is available in
<a href = "../../c_src/asa243/asa243.html">a C version</a> and
<a href = "../../cpp_src/asa243/asa243.html">a C++ version</a> and
<a href = "../../f77_src/asa243/asa243.html">a FORTRAN77 version</a> and
<a href = "../../f_src/asa243/asa243.html">a FORTRAN90 version</a> and
<a href = "../../m_src/asa243/asa243.html">a MATLAB version</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../f_src/asa005/asa005.html">
ASA005</a>,
a FORTRAN90 library which
evaluates the CDF of the noncentral T distribution.
</p>
<p>
<a href = "../../f_src/asa076/asa076.html">
ASA076</a>,
a FORTRAN90 library which
evaluates the Owen's T function, needed to compute the CDF of the
noncentral T distribution.
</p>
<p>
<a href = "../../f_src/owens/owens.html">
OWENS</a>,
a FORTRAN90 library which
evaluates Owen's T function.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by Russell Lenth;
FORTRAN90 version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
William Guenther,<br>
Evaluation of probabilities for the noncentral distributions and
difference of two T-variables with a desk calculator,<br>
Journal of Statistical Computation and Simulation,<br>
Volume 6, Number 3-4, 1978, pages 199-206.
</li>
<li>
Russell Lenth,<br>
Algorithm AS 243:
Cumulative Distribution Function of the Non-Central T Distribution,<br>
Applied Statistics,<br>
Volume 38, Number 1, 1989, pages 185-189.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "asa243.f90">asa243.f90</a>, the source code.
</li>
<li>
<a href = "asa243.sh">asa243.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa243_prb.f90">asa243_prb.f90</a>,
a sample calling program.
</li>
<li>
<a href = "asa243_prb.sh">asa243_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "asa243_prb_output.txt">asa243_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>ALNGAM</b> computes the logarithm of the Gamma function.
</li>
<li>
<b>ALNORM</b> computes the cumulative density of the standard normal distribution.
</li>
<li>
<b>BETAIN</b> computes the incomplete Beta function ratio.
</li>
<li>
<b>STUDENT_NONCENTRAL_CDF_VALUES</b> returns values of the noncentral Student CDF.
</li>
<li>
<b>TIMESTAMP</b> prints out the current YMDHMS date as a timestamp.
</li>
<li>
<b>TNC</b> computes the tail of the noncentral T distribution.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../f_src.html">
the FORTRAN90 source codes</a>.
</p>
<hr>
<i>
Last revised on 25 January 2008.
</i>
<!-- John Burkardt -->
</body>
<!-- Initial HTML skeleton created by HTMLINDEX. -->
</html>