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tDistriIntegral


Unit:SDL_statis
Class: none
Declaration: function tDistriIntegral (t: double; df : integer): double;

The function tDistriIntegral returns the integral of the t-distribution between minus infinity and the value of the parameter t. The parameter df specifies the number of degrees of freedom. The returned value may vary between 0.0 and 1.0.

TDISTRI.gif

Hint 1: The calculated value is exact to about 8 decimal places.

Hint 2: The function tDistriIntegral calculates the integral from 0.0 to the t value. This differs from the convention how the integral of the t distribution is used in many statistical packages, which tabulate the integral between +infinite and the t value. Thus you have to use 1-tDistriIntegral to get comparable results. For example, in order to calculate the function TDIST(x,df) of Microsofts Excel® you have to use 1-tDistriIntegral(x,df).

Hint 3: Background information on the t-distribution can be found in Fundamentals of Statistics


Last Update: 2012-Oct-20