;$Id: t_pdf.pro,v 1.10 2001/01/15 22:28:13 scottm Exp $ ; ; Copyright (c) 1994-2001, Research Systems, Inc. All rights reserved. ; Unauthorized reproduction prohibited. ;+ ; NAME: ; T_PDF ; ; PURPOSE: ; This function computes the probabilty (p) such that: ; Probability(X <= v) = p ; where X is a random variable from the Student's t distribution ; with (df) degrees of freedom. ; ; CATEGORY: ; Statistics. ; ; CALLING SEQUENCE: ; Result = T_pdf(V, DF) ; ; INPUTS: ; V: A scalar of type integer, float or double that specifies ; the cutoff value. ; ; DF: A positive scalar of type integer, float or double that ; specifies the degrees of freedom of the Student's t ; distribution. ; ; EXAMPLE: ; Compute the probability that a random variable X, from the ; Student's t distribution with (df = 15) degrees of freedom, ; is less than or equal to 0.691. The result should be 0.749940 ; result = t_pdf(0.691, 15) ; ; REFERENCE: ; APPLIED STATISTICS (third edition) ; J. Neter, W. Wasserman, G.A. Whitmore ; ISBN 0-205-10328-6 ; ; MODIFICATION HISTORY: ; Modified by: GGS, RSI, July 1994 ; Minor changes to code. New documentation header. ; CT, RSI, March 2000: changed call from ibeta_pdf to ibeta ;- function t_pdf , v, df on_error, 2 ;Return to caller if error occurs. if MIN(df) le 0 then message, $ 'Degrees of freedom must be positive.' positive = (v GE 0) ; negative v is equal to 1-T_PDF(+v,df) return, positive - (positive-0.5) * ibeta(df/2.0, 0.5, df/(df + v^2.0)) end