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Non-Central T Distribution

    Probability Density Function (PDF)
      EXPFORECASTStep3
    Cumulative Distribution Function (CDF) (x ≥ 0)
      EXPFORECASTStep3
    where
      EXPFORECASTStep3
    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

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