SAS 9.1 Language Reference Dictionary, Volumes 1, 2 and 3
TNONCT Function
Returns the value of the noncentrality parameter from the student's t distribution
Category: Mathematical
Syntax
TNONCT ( x , df , prob )
Arguments
x
-
is a numeric random variable.
df
-
is a numeric degrees-of-freedom parameter.
-
Range: df > 0
prob
-
is a probability.
-
Range: 0 < prob < 1
Details
The TNONCT function returns the nonnegative noncentrality parameter from a noncentral t distribution whose parameters are x , df , and nc . A Newton-type algorithm is used to find a root nc of the equation
where
If the algorithm fails to converge to a fixed point, a missing value is returned.
Example
data work; x=2; df=4; do nc=1 to 3 by .5; prob=probt(x,df,nc); ncc=tnonct(x,df,prob); output; end; run; proc print; run;
Output 4.53: Computations of the Noncentrality Parameter from the t Distribution
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OBS x df nc prob ncc 1 2 4 1.0 0.76457 1.0 2 2 4 1.5 0.61893 1.5 3 2 4 2.0 0.45567 2.0 4 2 4 2.5 0.30115 2.5 5 2 4 3.0 0.17702 3.0
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