(35S) Statistical Distributions Functions

[Dieter]

(10-26-2015 08:39 PM)Thomas Klemm Wrote:  Here's a program for the Student's t-distribution:

Hint: the Normal, Student, Chi² and Fisher quantiles will converge faster if the Halley method (instead of simple Newton) is used. This is easy here since the second derivative simply is the PDF times a factor. Another tweak that can provide better convergence (especially in the Chi² and F case) is solving ln(CDF/p)=0 instead of CDF–p=0.

Both methods are used in the WP34s quantile functions.

Dieter