Noncentral T-distribution - Related Distributions

Related Distributions

  • Central t distribution: The central t-distribution can be converted into a location/scale family. This family of distributions is used in data modeling to capture various tail behaviors. The location/scale generalization of the central t-distribution is a different distribution from the noncentral t-distribution discussed in this article. In particular, this approximation does not respect the asymmetry of the noncentral t-distribution. However, the central t-distribution can be used as an approximation to the non-central t-distribution.
  • If T is noncentral t-distributed with ν degrees of freedom and noncentrality parameter μ and F = T2, then F has a noncentral F-distribution with 1 numerator degree of freedom, ν denominator degrees of freedom, and noncentrality parameter μ2.
  • If T is noncentral t-distributed with ν degrees of freedom and noncentrality parameter μ and, then Z has a normal distribution with mean μ and unit variance.
  • When the denominator noncentrality parameter of a doubly noncentral t-distribution is zero, then it becomes a noncentral t-distribution.

Read more about this topic:  Noncentral T-distribution

Famous quotes containing the word related:

    “Just as a new scientific discovery manifests something that was already latent in the order of nature, and at the same time is logically related to the total structure of the existing science, so the new poem manifests something that was already latent in the order of words.”
    —Northrop Frye (b. 1912)