2.1.24.5.1.18 ocmath_nctinv

Description

Inverse of the noncentral T cumulative distribution function

Syntax

double ocmath_nctinv(double p, double nu, double delta, size_t maxiters = 100);

Parameters

p

[intput] the probability (a value between 0 and 1).

nu

[input] degrees of freedom of the Student's t-distribution

delta

[input] non-centrality parameter of the Student's t-distribution.

maxiters

[input] Maximum number of iterations.

Return

Returns the inverse of the noncentral T cdf

Examples

Ex1

void test_ocmath_nctinv() {
	double mu = 71.7408;
	double p = 0.95;
	double delta = 34.35;
	double t1 = ocmath_nctinv(p, mu, delta);
	printf("t1 = %f\n", t1);
}

Remark

See Also

ocmath_nctpdf, ocmath_nctcdf, ocmath_nct_noncentrality

Header to Include

origin.h

Reference