The Non-central Student t distribution

The non-central t distribution is a generalization of student's t distribution.

The non-central t distribution has two parameters. The first is the degrees of freedom, commonly denoted by the Greek letter ν. The second is the non-centrality parameter, λ. The probability density function is a complex expression involving sums of hypergeometric functions.

The non-central t distribution is implemented by the NonCentralStudentTDistribution class. It has one constructor with the degrees of freedom as its only argument.

The following constructs a non-central student t distribution with 8 degrees of freedom and non-centrality parameter 12:

var ncStudentT = new NonCentralStudentTDistribution(8, 12.0);

Dim ncStudentT = New NonCentralStudentTDistribution(8, 12)

let ncStudentT = NonCentralStudentTDistribution(8.0, 12.0)

The NonCentralStudentTDistribution class has two specific properties. DegreesOfFreedom returns the degrees of freedom of the distribution. NonCentralityParameter returns the non-centrality parameter.

For details of the properties and methods common to all continuous distribution classes, see the topic on continuous distributions..