TDist {stats} R Documentation

## The Student t Distribution

### Description

Density, distribution function, quantile function and random generation for the t distribution with df degrees of freedom (and optional non-centrality parameter ncp).

### Usage

dt(x, df, ncp, log = FALSE)
pt(q, df, ncp, lower.tail = TRUE, log.p = FALSE)
qt(p, df, ncp, lower.tail = TRUE, log.p = FALSE)
rt(n, df, ncp)

### Arguments

 x, q vector of quantiles. p vector of probabilities. n number of observations. If length(n) > 1, the length is taken to be the number required. df degrees of freedom (> 0, maybe non-integer). df = Inf is allowed. For qt only values of at least one are currently supported. ncp non-centrality parameter delta; currently except for rt(), only for abs(ncp) <= 37.62. If omitted, use the central t distribution. log, log.p logical; if TRUE, probabilities p are given as log(p). lower.tail logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x].

### Details

The t distribution with df = n degrees of freedom has density

f(x) = Gamma((n+1)/2) / (sqrt(n pi) Gamma(n/2)) (1 + x^2/n)^-((n+1)/2)

for all real x. It has mean 0 (for n > 1) and variance n/(n-2) (for n > 2).

The general non-central t with parameters (df,Del) = (df, ncp) is defined as the distribution of T(df, Del) := (U + Del) / (Chi(df) / sqrt(df)) where U and Chi(df) are independent random variables, U ~ N(0,1), and Chi(df)^2 is chi-squared, see Chisquare.

The most used applications are power calculations for t-tests:
Let T= (mX - m0) / (S/sqrt(n)) where mX is the mean and S the sample standard deviation (sd) of X_1,X_2,...,X_n which are i.i.d. N(mu,sigma^2). Then T is distributed as non-centrally t with df= n-1 degrees of freedom and non-centrality parameter ncp= (mu - m0) * sqrt(n)/sigma.

### Value

dt gives the density, pt gives the distribution function, qt gives the quantile function, and rt generates random deviates.
Invalid arguments will result in return value NaN, with a warning.

### Note

Setting ncp = 0 is not equivalent to omitting ncp. R uses the non-centrality functionality whenever ncp is specified which provides continuous behavior at ncp=0.

### Source

The central dt is computed via an accurate formula provided by Catherine Loader (see the reference in dbinom).

For the non-central case of dt, contributed by Claus Ekstrøm based on the relationship (for x != 0) to the cumulative distribution.

For the central case of pt, a normal approximation in the tails, otherwise via pbeta.

For the non-central case of pt based on a C translation of

Lenth, R. V. (1989). Algorithm AS 243 — Cumulative distribution function of the non-central t distribution, Applied Statistics 38, 185–189.

For central qt, a C translation of

Hill, G. W. (1970) Algorithm 396: Student's t-quantiles. Communications of the ACM, 13(10), 619–620.

altered to take account of

Hill, G. W. (1981) Remark on Algorithm 396, ACM Transactions on Mathematical Software, 7, 250–1.

The non-central case is done by inversion.

### References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole. (Except non-central versions.)

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, volume 2, chapters 28 and 31. Wiley, New York.

df for the F distribution.

### Examples

1 - pt(1:5, df = 1)
qt(.975, df = c(1:10,20,50,100,1000))

tt <- seq(0,10, len=21)
ncp <- seq(0,6, len=31)
ptn <- outer(tt,ncp, function(t,d) pt(t, df = 3, ncp=d))
image(tt,ncp,ptn, zlim=c(0,1),main=t.tit <- "Non-central t - Probabilities")
persp(tt,ncp,ptn, zlim=0:1, r=2, phi=20, theta=200, main=t.tit,
xlab = "t", ylab = "non-centrality parameter", zlab = "Pr(T <= t)")

plot(function(x) dt(x, df = 3, ncp = 2), -3, 11, ylim = c(0, 0.32),
main="Non-central t - Density", yaxs="i")

[Package stats version 2.5.0 Index]