NoncentralTDistribution Class 
Namespace: Accord.Statistics.Distributions.Univariate
[SerializableAttribute] public class NoncentralTDistribution : UnivariateContinuousDistribution, IFormattable
The NoncentralTDistribution type exposes the following members.
Name  Description  

NoncentralTDistribution 
Initializes a new instance of the TDistribution class.

Name  Description  

DegreesOfFreedom 
Gets the degrees of freedom (v) for the distribution.
 
Entropy 
Not supported.
(Overrides UnivariateContinuousDistributionEntropy.)  
Mean 
Gets the mean for this distribution.
(Overrides UnivariateContinuousDistributionMean.)  
Median 
Gets the median for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
Mode 
Gets the mode for this distribution.
(Overrides UnivariateContinuousDistributionMode.)  
Noncentrality 
Gets the noncentrality parameter μ (mu) for the distribution.
 
Quartiles 
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
StandardDeviation 
Gets the Standard Deviation (the square root of
the variance) for the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Support 
Gets the support interval for this distribution.
(Overrides UnivariateContinuousDistributionSupport.)  
Variance 
Gets the variance for this distribution.
(Overrides UnivariateContinuousDistributionVariance.) 
Name  Description  

Clone 
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.)  
ComplementaryDistributionFunction 
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.)  
CumulativeHazardFunction 
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double) 
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionDistributionFunction(Double).)  
DistributionFunction(Double, Double) 
Gets the cumulative distribution function (cdf) for this
distribution in the semiclosed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.)  
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
Fit(Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double, IFittingOptions) 
Not supported.
(Overrides UnivariateContinuousDistributionFit(Double, Double, IFittingOptions).)  
Fit(Double, Int32, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Generate 
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
GetHashCode  Serves as the default hash function. (Inherited from Object.)  
GetRange 
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
HazardFunction 
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
InverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.)  
LogCumulativeHazardFunction 
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
LogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
ProbabilityDensityFunction 
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionProbabilityDensityFunction(Double).)  
QuantileDensityFunction 
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Inherited from UnivariateContinuousDistribution.)  
ToString 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(IFormatProvider) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String, IFormatProvider) 
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by Matrix.) 
As with other noncentrality parameters, the noncentral tdistribution generalizes a probability distribution – Student's tdistribution – using a noncentrality parameter. Whereas the central distribution describes how a test statistic is distributed when the difference tested is null, the noncentral distribution also describes how t is distributed when the null is false. This leads to its use in statistics, especially calculating statistical power. The noncentral tdistribution is also known as the singly noncentral tdistribution, and in addition to its primary use in statistical inference, is also used in robust modeling for data.
References:
var distribution = new NoncentralTDistribution( degreesOfFreedom: 4, noncentrality: 2.42); double mean = distribution.Mean; // 3.0330202123035104 double median = distribution.Median; // 2.6034842414893795 double var = distribution.Variance; // 4.5135883917583683 double cdf = distribution.DistributionFunction(x: 1.4); // 0.15955740661144721 double pdf = distribution.ProbabilityDensityFunction(x: 1.4); // 0.23552141805184526 double lpdf = distribution.LogProbabilityDensityFunction(x: 1.4); // 1.4459534225195116 double ccdf = distribution.ComplementaryDistributionFunction(x: 1.4); // 0.84044259338855276 double icdf = distribution.InverseDistributionFunction(p: cdf); // 1.4000000000123853 double hf = distribution.HazardFunction(x: 1.4); // 0.28023498559521387 double chf = distribution.CumulativeHazardFunction(x: 1.4); // 0.17382662901507062 string str = distribution.ToString(CultureInfo.InvariantCulture); // T(x; df = 4, μ = 2.42)