G104: Student's t-Distribution and Its Inverse

Author(s): K.S. Kölbig	Library: MATHLIB
Submitter:	Submitted: 15.02.1994
Language: Fortran	Revised:

Function subprogram STUDIS calculates the value of the Student t-distribution function

for a given degrees of freedom .

Function subprogram STUDIN calculates the inverse t(F,n).

Structure:

FUNCTION subprogram
User Entry Names: STUDIS, STUDIN
Files Referenced: Printer
External References: GAUSIN, MTLMTR, ABEND

Usage:

In any arithmetic expression,

STUDIS(T,N) or STUDIN(F,N) has the value or ,

respectively. STUDIS, STUDIN, F and T are of type REAL, N is of type INTEGER.

Error handling:

Error G104.1: .
Error G104.2: or .
In both cases, a message is written on Unit 6, unless subroutine MTLSET (N002) has been called.

Accuracy:

About six decimal places are usually correct. Accuracy is lost for STUDIS when and .

Notes:

The subprograms are based on algorithms given in the references.

References:

1. B.E. Cooper, Algorithm AS3 - Applied Statistics 17 (1968) 189.
2. G.W. Hill, Algorithm 396, Student's t-quantiles, Collected algorithms from CACM (1970).