[EMAIL PROTECTED] wrote in message <83ln40$530$[EMAIL PROTECTED]>...
>Hello;
>
>I am trying to write some code which will churn
>out a set of values representing the cumulative
>density function of the Student t-distribution,
>for a given probability and range of DFs.
>
>Can anyone tell me what I should be trying to
>code?
>
>I can find dozens of tables which list the values
>I want, and dozens of applets which generate the
>values I want, but I need an algorithm which will
>allow me to generate these values on the fly,
>given the user's "certainty".
>
>I need to know which "X value" corresponds to
>given "area under the t-distribution".
>
>Any pointers to papers or URLs, would be much
>appreciated.
>
>Neil
>([EMAIL PROTECTED])
>
>
>Sent via Deja.com http://www.deja.com/
>Before you buy.
As well as CDFLIB, which someone else has mentioned,
there are CACM algorithms 395/396. The originals were
in Algol; Fortran versions can be found at my web site.
--
Alan Miller, Retired Scientist (Statistician)
CSIRO Mathematical & Information Sciences
Alan.Miller -at- vic.cmis.csiro.au
http://www.ozemail.com.au/~milleraj
