Functions and CALL Routines |
Returns the value of the noncentrality parameter from the Student's t
distribution.
-
x
-
is a numeric random variable.
-
df
-
is a numeric degrees of freedom parameter.
-
prob
-
is a probability.
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]](images/deqn215.gif)
where
![[equation]](images/deqn216.gif)
If the algorithm fails to converge to a fixed point,
a missing value is returned.
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
Copyright © 2011 by SAS Institute Inc., Cary, NC, USA. All rights reserved.