**Subject:** [Boost-bugs] [Boost C++ Libraries] #7259: Boost.Math non-central t distribution does not permit infinite degrees of freedom

**From:** Boost C++ Libraries (*noreply_at_[hidden]*)

**Date:** 2012-08-21 17:28:48

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#7259: Boost.Math non-central t distribution does not permit infinite degrees of

freedom

------------------------------------------------------+---------------------

Reporter: pbristow | Owner: pbristow

Type: Feature Requests | Status: new

Milestone: To Be Determined | Component: math

Version: Boost 1.52.0 | Severity: Optimization

Keywords: math non-central students t distribution |

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st.Math non-central t distribution does not permit infinite degrees of

freedom (unlike the Central Student's t).

Requested by Thomas Mang.

This has now been added, and in the process some improvement in the

accuracy and speed at higher degrees of freedom (nu)and big non-centrality

(delta) (by using the faster and more accurate Student's t distribution or

Normal distribution where appropriate).

After discussion with Thomas Mang and John Maddock, by examination of a

Cornish Fisher expansion, the cross-over point has been selected as

if( delta / (4 * nu)) < epsilon<FPT>)

use Students t.

-- Ticket URL: <https://svn.boost.org/trac/boost/ticket/7259> Boost C++ Libraries <http://www.boost.org/> Boost provides free peer-reviewed portable C++ source libraries.

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