ptOwen: Student CDF with integer number of degrees of freedom

In OwenQ: Owen Q-Function

Student CDF with integer number of degrees of freedom

Description

Cumulative distribution function of the noncentrel Student distribution with an integer number of degrees of freedom.

Usage

ptOwen(q, nu, delta = 0)

Arguments

q	quantile, a finite number
nu	integer greater than 1, the number of degrees of freedom; possibly infinite
delta	numeric vector of noncentrality parameters; possibly infinite

Value

Numeric vector, the CDF evaluated at q.

Note

The results are theoretically exact when the number of degrees of freedom is even. When odd, the procedure resorts to the Owen T-function.

References

Owen, D. B. (1965). A special case of a bivariate noncentral t-distribution. Biometrika 52, 437-446.

Examples

ptOwen(2, 3) - pt(2, 3)
ptOwen(2, 3, delta=1) - pt(2, 3, ncp=1)

OwenQ documentation built on April 11, 2023, 5:58 p.m.