MATLAB ALGORITHM TDIST: THE DISTRIBUTION OF A LINEAR COMBINATION OF STUDENT'S T RANDOM VARIABLES
Viktor Witkovský · 2004
COMPSTAT 2004 section: Algorithms. Abstract: The Matlab algorithm TDIST computes the cumulative distribu- tion function (cdf), the probability density function (pdf), the quantile func- tion (qf), and the characteristic function (chf) of a linear combination of in- dependent central Student's t random variables with small degrees of freedom (1 ≤ df ≤ 100) and/or standard normal random variables. The algorithm is available from the author or from the web page: http://www.mathworks.com, see the section Matlab Central > File Exchange > Statistics and Probability > TDIST.