Scilab Function

cdft - cumulative distribution function Student's T distribution

Calling Sequence




Calculates any one parameter of the T distribution given values for the others.

Formula 26.5.27 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce the computation of the cumulative distribution function to that of an incomplete beta.

Computation of other parameters involve a seach for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter.