g01fbf

g01fbf © Numerical Algorithms Group, 2002.

Purpose

G01FBF Computes deviates for Student's t-distribution

Synopsis

[fun_value,ifail] = g01fbf(tail,p,df<,ifail>)

Description

 
 The deviate, t  associated with the lower tail probability, p, of
               p                                                
 the Student's t-distribution with (nu) degrees of freedom is 
 defined as the solution to:
 
 
                                           t        
                                            p (    2 )-((nu)+1)/2
                    (Gamma)(((nu)+1)/2)    /  (   T  )           
 P(T<t :(nu))=p= ------------------------- |  (1+----)          dT,
      p            ________                /  (  (nu))           
                 \/(nu)(pi)(Gamma)((nu)/2) -infty   
                  
 
                                       (nu)>=1; -infty<t <infty.
                                                        p
 

Parameters

g01fbf

Required Input Arguments:

tail (1)                              string
p                                     real
df                                    real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer