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version (6.81 KB) by Viktor Witkovsky
Alternative algorithm for computing the CDF of the noncentral Student's t-distribution


Updated 05 Jun 2013

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P = NCTCDFVW(X,NU,NCP,TAIL) returns the cummulative distribution function (CDF) of the noncentral T distribution with NU degrees of freedom and the non-centrality parameter NCP, at the values X.

NCTCDFVW is suggested for computing extreme tail probabilities of the non-central T distribution with large noncentrality parameter.

The CDF is computed by the GAUSS-KRONOD (non-adaptive) quadrature.

Cite As

Viktor Witkovsky (2021). NCTCDFVW (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired by: quadvgk

Inspired: ToleranceFactor

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