Student's t cdf
double invt( double dt, int nDof )
Returns the value for cumulative distribution function for T distribution
EX1
void invt_ex1() { double dt=1.761; UINT nDof=14; double dP; dP=invt(dt,nDof); // results in dP==0.95 dt=-1.761; dP=invt(dt,nDof); // results in dP==0.05 }
For historical reasons, this student's t cumulative distribution function was misnamed; Now, we developed a new set of distribution functions, whose CDFs end up with *cdf(), such as chi2cdf(), PDFs with *pdf(), and Inverse CDFs with *inv().
This function performs the same functionality as tcdf(), and we recommend the latter.
tcdf, tTable, probt
origin.h