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Student's T-distribution - en:TDIST, de:TVERT

Excel Syntax: TDIST(x,degrees_freedom,tails)

Mathematical Meaning:

  • Let cdf[f](x) be the commulative distribution function of the Student's T-distribution with a freedom degree of f.
  • TDIST(x,f,1) := 1-cdf[f](x)
  • TDIST(x,f,2) := 1-cdf[f](x)+cdf[f](-x)

Using Math.NET Iridium:

using MathNet.Numerics.Distributions;

//example: f = 2
StudentsTDistribution dist = new StudentsTDistribution(2);

//example: TDIST(10,2,1)
double a = 1 - dist.CumulativeDistribution(10);

//example: TDIST(10,2,2)
double b = 1 - dist.CumulativeDistribution(10) + dist.CumulativeDistribution(-10);

Math.NET, a mathematical opensource .Net project by Christoph Rüegg and contributors.