Functions and CALL Routines

TNONCT Function

Returns the value of the noncentrality parameter from the Student's t distribution.

Category:

Mathematical

Syntax
Arguments
Details
Examples

Syntax

TNONCT(x,df,prob)

Arguments

x

is a numeric random variable.

df

is a numeric degrees of freedom parameter.

Range:

df > 0

prob

is a probability.

Range:

0 < prob < 1

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

[equation]

where

[equation]

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

Examples

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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