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TDIST

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TDIST

by Viktor Witkovsky

 

26 Nov 2003 (Updated 10 Jan 2005)

Calculates distribution of a linear combination of independent Student's T random variables.

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Description

TDIST Computes the distribution of a linear combination of independent Student's T random variables (with small degrees of freedom, df<=100)and/or standard Normal Z random variables.

Syntax: [yfun,xfun,iserr] = tdist(funx,df,lambda,funtype,points)

EXAMPLE 1.

Plot the PDF of a linear combination of independent Student's T random variables with 1, 2, 3, and 4 degrees of freedom and with independent standard Normal random variable.
The coefficients of the linear combination are given by lambda=[1 2 3 4 5].

funx=[];
df=[1 2 3 4 Inf];
lambda=[1 2 3 4 5];
FunType=2;
GaussQuadPoints=6;
[yfun,xfun,iserr] = tdist(funx,df,lambda,FunType,GaussQuadPoints);
plot(xfun,yfun);

Contact Address:

Dr. Viktor Witkovsky
Institute of Measurement Science
Slovak Academy of Sciences
Dubravska cesta 9
84104 Bratislava
Slovak Republic
E-mail: Witkovsky@savba.sk
Internet: http://aiolos.um.savba.sk/~viktor/
Fax: +421 2 54775943

(c) Viktor Witkovsky
Bratislava, 28-Jan-2004

MATLAB release MATLAB 6.5 (R13)
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Updates
05 Dec 2003

Improved precission of tcdfw and tpdfw.

09 Dec 2003

Corrected Error (normalizing constant) in tpdfw.

29 Jan 2004

Completely rewritten algorithm, ver.3.0.

10 Jan 2005

Corrected help (funtype 3 and 4).

Tag Activity for this File
Tag Applied By Date/Time
statistics Viktor Witkovsky 22 Oct 2008 07:10:02
probability Viktor Witkovsky 22 Oct 2008 07:10:02
distribution Viktor Witkovsky 22 Oct 2008 07:10:02
linear combination Viktor Witkovsky 22 Oct 2008 07:10:02
independent students t variables Viktor Witkovsky 22 Oct 2008 07:10:02

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