tcdf.m

来自「这是在网上下的一个东东」· M 代码 · 共 13 行

%
% p=mytcdf(x,nu)
%
% Computes the probability that a t random variable with nu degrees of 
% freedom is less than or equal to x.  The computation is done by 
% transformation to the standard normal, using a formula from Thistead,
% Elements of Statistical Computing, p334.
%
function p=mytcdf(x,nu)
s=0.368*(8*nu+3)/(2*sqrt(nu^2*log(1+x^2/nu)));
Z=(1-(2*sqrt(1-exp(-s^2)))/(8*nu+3))*sqrt(nu*log(1+x^2/nu));
p=phi(Z);