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Add noncentral t distribution #267

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masai2018 opened this issue Aug 26, 2024 · 1 comment · May be fixed by #286
Open

Add noncentral t distribution #267

masai2018 opened this issue Aug 26, 2024 · 1 comment · May be fixed by #286

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@masai2018
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Could you add noncentral t distribution? The noncentral t distribution is required in statistical power calculation.

@YeungOnion YeungOnion linked a pull request Sep 11, 2024 that will close this issue
@YeungOnion
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I'll take a shot at the CDF, here's my reference.

Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral t and the distribution of the square of the sample multiple correlation coefficient, D. Benton, K. Krishnamoorthy, Computational Statistics & Data Analysis 43 (2003)

pdf link from second author

The density function could be more difficult, but Wikipedia mentions an evaluation from the CDF.

-- forgot to submit this comment before I worked on it.

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