1. ALGORITHM 395. STUDENT'S t-QUANTILES [S14].
- Author
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Fosdick, L. D. and Hill, G. W.
- Subjects
- *
ALGORITHMS , *DISTRIBUTION (Probability theory) , *MATHEMATICAL functions , *APPROXIMATION theory , *ASYMPTOTIC expansions , *DIFFERENCE equations - Abstract
The article presents an algorithm of Student's t-statistic distribution function. The procedure provides results accurate to 11 decimal places and 8 significant digits for integer values of "n," with approximate continuation of the function through non-integer values of n. The procedure normal (x) returns the area under the standard normal frequency curve to the left of x, so that a negative argument yields the lower-tail area. The user-supplied procedure, error (n), should produce a diagnostic warning and may go to a label, terminate, or return a distinctive value (zero or -1.0) as a signal of error to the calling program. Student's series expansion of the probability integral is supplemented by a faster asymptotic approximation for large values of n and by a more precise "tail" series expansion for large values of t.
- Published
- 1970