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TDIST

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TDIST

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26 Nov 2003 (Updated )

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

Acknowledgements

This file inspired Lambert Wchi2.

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.

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