nctstat (Statistics Toolbox)

Mean and variance for the noncentral t distribution.

Syntax

[M,V] = nctstat(NU,DELTA)

Description

[M,V] = nctstat(NU,DELTA) returns the mean and variance of the noncentral t pdf with NU degrees of freedom and noncentrality parameter, DELTA.

where

> 1.

where

> 2.

Example

[m,v] = nctstat(10,1)

m =

    1.0837

v =

    1.3255

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second Edition, John Wiley and Sons, 1993. p. 147-148.

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate Distributions-2, John Wiley and Sons, 1970. pp. 201-219.