
I am attempting to calculate the Inverse CDF of the Student T distribution with a noncentrality parameter (I assume this is the location) of 5.202, a DF of 9 at a probability of 0.95. I am using this code:
double tA = StudentT.InvCDF(5.202, 1, 9, 0.95);
This results in tA value of 7.035. When I check this result in R using the following code:
qt(0.95,9,5.202)
I get a result of 9.206 (the correct answer). Any idea what I am doing wrong?


Coordinator
Jan 21, 2015 at 8:14 AM

StudentT implements the
nonstandardized but still central Student'sT distribution, generalized with location and scale. This is related but different to the
Noncentral TDistribution which I think you're looking for.

