TNONCT

TNONCT

Returns the value of the noncentrality parameter from the student's t distribution

Category Mathematical

Syntax
Arguments
Details
Example

Syntax

TNONCT(x,df,prob)

Arguments

x: is a numeric random variable.
df: is a numeric degrees-of-freedom parameter, with df > 0.
prob: is a probability, with 0 < prob < .

Details

The TNONCT function returns the nonnegative noncentrality parameter from a noncentral t distribution whose parameters are x, df, and nc. A Newton-type algorithm is used to find a root nc of the equation

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where

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If the algorithm fails to converge to a fixed point, a missing value is returned.

Example

data work;
   x=2;
   df=4;
   do nc=1 to 3 by .5;
      prob=probt(x,df,nc);
      ncc=tnonct(x,df,prob);
      output;
   end;
run;
proc print;
run;

Computations of the Noncentrality Parameter from the t Distribution

OBS x df nc prob ncc 1 2 4 1.0 0.76457 1.0 2 2 4 1.5 0.61893 1.5 3 2 4 2.0 0.45567 2.0 4 2 4 2.5 0.30115 2.5 5 2 4 3.0 0.17702 3.0

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