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