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.

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