TDIST

Distribution of a linear combination of independent Student's t random variables
1.9K Downloads
Updated 3 Dec 2023

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TDIST is related to CharFunTool: The Characteristic Functions Toolbox in MATLAB. https://github.com/witkovsky/CharFunTool/.

Cite As

Viktor Witkovsky (2024). TDIST (https://www.mathworks.com/matlabcentral/fileexchange/4199-tdist), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.7.0.1

Mentioned is the link to CharFunTool: The Characteristic Functions Toolbox in MATLAB. https://github.com/witkovsky/CharFunTool/

1.6.0.1

Institute of Measurement Science SAS included in Summary

1.6.0.0

Corrected was the error in computing the quantile function QF (changed was the starting value for the iteration procedure. Now, qf0 = 0).

1.5.0.0

Added CHF2PDF. A simple function for evaluation of the PDF from the characteristic function by the Fast Fourier Transform (FFT).

1.4.0.0

Added symmetric CHI2 distribution (symmetric mixture of CHI2 and minus CHI2 distributions). Possibility to create a CHEBFUN representation of the output functions.

1.3.0.0

TDIST distributions: Student's t_nu, Normal N(0,1), Rectangular R(-1,1,), Triangular T(-1,1), Arcsine U(-1,1)

1.2.0.0

Summary updated

1.1.0.0

Completely rewritten version

1.0.0.0

Corrected help (funtype 3 and 4).