・λ=0 の場合は t乗分布になります。
\(\normalsize Noncentral\ Student's\ t{\tiny-}distribution\\ \hspace{240px}t(x,\nu,\lambda)\\ (1)\ probability\ density\\ \ f(x,\nu,\lambda)={\small-}{\large\displaystyle \sum_{\small j=0}^{\small \infty}\frac{e^{-\frac{\lambda}{2}}(\frac{\lambda}{2})^j}{j!}\frac{(\frac{\nu}{\nu+x^2})^{\frac{\nu}{2}}(\frac{x^2}{\nu+x^2})^{\frac{1}{2}+j}}{B(\frac{\nu}{2},\frac{1}{2}+j)}\frac{2}{x}}\\ \hspace{75px}+{\large\displaystyle \sum_{\small j=\frac{1}{2}}^{\small \infty}\frac{e^{-\frac{\lambda}{2}}(\frac{\lambda}{2})^j}{j!}\frac{(\frac{\nu}{\nu+x^2})^{\frac{\nu}{2}}(\frac{x^2}{\nu+x^2})^{\frac{1}{2}+j}}{B(\frac{\nu}{2},\frac{1}{2}+j)}\frac{2}{x}}\\ (2)\ lower\ cumulative\ distribution\\ \hspace{25px}P(x,\nu,\lambda)={\large\int_{\small-\infty}^{\small x}}f(t,\nu,\lambda)dt\\ (3)\ upper\ cumulative\ distribution\\ \hspace{25px}Q(x,\nu,\lambda)={\large\int_{\small x}^{\small\infty}}f(t,\nu,\lambda)dt\\\) |
|