NCTINV
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:
Syntax
SELECT [wctStatistics].[wct].[NCTINV] (
<@P, float,>
,<@DF, float,>
,<@Lambda, float,>)
Arguments
@CDF
is cumulative distribution function. @CDF is an expression of type float or of a type that implicitly converts to float.
@DF
degrees of freedom. @DF is an expression of type float or of a type that implicitly converts to float.
@Lambda
is the non-centrality parameter. @Lambda is an expression of type float or of a type that implicitly converts to float.
Return Types
float
Remarks
· @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).
Examples
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)