Updated: 31 July 2010

Use NCTINV to calculate the inverse of the lower cumulative distribution function of the non-central T distribution.

The formula for the lower cumulative distribution function is:

SELECT [wctStatistics].[wct].[NCTINV] (

<@P, float,>

,<@DF, float,>

,<@Lambda, float,>)

is cumulative distribution function. @*CDF *is an expression of type **float** or of a type that implicitly converts to **float**.

degrees of freedom. @*DF *is an expression of type **float** or of a type that implicitly converts to **float**.

is the non-centrality parameter. @*Lambda *is an expression of type **float** or of a type that implicitly converts to **float**.

float

· *@CDF* must be greater than zero and less than one (0* < @CDF* < 1).

· *@DF* must be greater than zero (*@DF* > 0).

· *@Lambda* must be greater than or equal to zero (*@Lambda* > 0).

Calculate the lower cumulative distribution function:

SELECT wct.NCTCDF(1,3,3)

This produces the following result

----------------------

0.0270004801469904

(1 row(s) affected)

Calculate the inverse:

SELECT wct.NCTINV(0.0270004801469904,3,3)

This produces the following result

----------------------

0.999999999999998

(1 row(s) affected)