Non-Central T Distribution

Non-Central T Distribution

Probability Density Function (PDF)

Cumulative Distribution Function (CDF) (x ≥ 0)

where

and where Φ is the standard normal CDF, 𝛤 is the gamma function, and 𝛪z(a, b) is the regularized incomplete beta function.

Range -∞ < 𝑥 < ∞

Shape parameter 𝜈 > 0

Non-centrality parameter 𝜆 > 0