Noncentral t distribution

Currently only the shape parameters (degrees of freedom df and noncentrality nc) are implemented.

mpsci.distributions.nct.logpdf(x, df, nc)

Logarithm of the PDF of the noncentral t distribution.

mpsci.distributions.nct.mean(df, nc)

Mean of the noncentral t distribution.

mpsci.distributions.nct.noncentral_moment(n, df, nc)

Noncentral moment (i.e. raw moment) for the noncentral t distribution.

n is the order of the moment to be computed. The moment is only defined for n < df. If n >= df, nan is returned.

mpsci.distributions.nct.pdf(x, df, nc)

Probability density function of the noncentral t distribution.

The infinite series is estimated with mpmath.nsum.

mpsci.distributions.nct.support(df, nc)

Support of the noncentral t distribution.

mpsci.distributions.nct.var(df, nc)

Variance of the noncentral t distribution.