g01ebf

g01ebf © Numerical Algorithms Group, 2002.

Purpose

G01EBF Computes probabilities for Student's t-distribution

Synopsis

[fun_value,ifail] = g01ebf(tail,t,df<,ifail>)

Description

 
 The lower tail probability for the Student's t-distribution with 
 (nu) degrees of freedom, P(T<=t:(nu)) is defined by:
 
 
                                         t [     2 ]-((nu)+1)/2
                  (Gamma)(((nu)+1)/2)    / [    T  ]           
 P(T<=t:(nu))= ------------------------- | [1+ ----]           dT,
                 ________                / [   (nu)]           
               \/(pi)(nu)(Gamma)((nu)/2) -infty   
 
                                                          (nu)>=1.

Parameters

g01ebf

Required Input Arguments:

tail (1)                              string
t                                     real
df                                    real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer