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version (6.81 KB) by Viktor Witkovsky
Alternative algorithm for computing the CDF of the noncentral Student's t-distribution

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Updated 05 Jun 2013

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P = NCTCDFVW(X,NU,NCP,TAIL) returns the cummulative distribution function (CDF) of the noncentral T distribution with NU degrees of freedom and the non-centrality parameter NCP, at the values X.

NCTCDFVW is suggested for computing extreme tail probabilities of the non-central T distribution with large noncentrality parameter.

The CDF is computed by the GAUSS-KRONOD (non-adaptive) quadrature.

Cite As

Viktor Witkovsky (2020). NCTCDFVW (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (2)


Volker Thieme

Nice! Some things didn't work using Matlab R2019b (var scope).

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired by: quadvgk

Inspired: ToleranceFactor

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