Definition

The most general representation of the noncentral t distribution is quite complicated. Johnson and Kotz (1994) give a formula for the probability that a noncentral t variate falls in the range [–u, u].

I(x|ν,δ) is the incomplete beta function with parameters ν and δ. δ is the noncentrality parameter, and ν is the number of degrees of freedom.

Background

The noncentral t distribution is a generalization of Student's t distribution.

Student's t distribution with n – 1 degrees of freedom models the t-statistic

where $$\overline{x}$$ is the sample mean and s is the sample standard deviation of a random sample of size n from a normal population with mean μ. If the population mean is actually μ₀, then the t-statistic has a noncentral t distribution with noncentrality parameter

The noncentrality parameter is the normalized difference between μ₀ and μ.

The noncentral t distribution gives the probability that a t test will correctly reject a false null hypothesis of mean μ when the population mean is actually μ₀; that is, it gives the power of the t test. The power increases as the difference μ₀ – μ increases, and also as the sample size n increases.

Examples

x = (-5:0.1:5)';
nct = nctpdf(x,10,1);
t = tpdf(x,10);

plot(x,nct,'b-','LineWidth',2)
hold on
plot(x,t,'g--','LineWidth',2)
legend('nct','t')