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XLeratorDB/statistics Documentation

SQL Server T.DIST.2T function


T_DIST_2T

Updated: 31 July 2015

Use T_DIST_2T to calculate the two-tailed cumulative probability distribution of Student's t-distribution.
Syntax
SELECT [wct].[T_DIST_2T](
  <@X, float,>
 ,<@df, float,>)
Arguments
@X
the value of interest to be evaluated. @X must be of a type float or of type that intrinsically converts to float
@df
the number of degrees of freedom. @df must of a type float or of a type that intrinsically converts to float.
Return Type
float
Remarks
·         0 < @df
Examples
In this example we calculate the two-tailed cumulative distribution function for x = 60 with 1 degree of freedom.
SELECT
       wct.T_DIST_2T(
               60           --@X
              ,1            --@df
              ) as T_DIST_2T

This produces the following result.
 


The two-tailed cumulative distribution is closely related to the beta distribution.
SELECT
        wct.T_DIST_2T(x,df) as T_DIST_2T
       ,1-wct.BETA_DIST(x*x/(df+x*X),0.5,df*0.5,'True',NULL,NULL) as BETA_DIST
FROM (VALUES(-2e-00,5e-00))n(x,df)

This produces the following result.

 

See Also

 



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