Boost C++ Libraries: Ticket #7259: Boost.Math non-central t distribution does not permit infinite degrees of freedom https://svn.boost.org/trac10/ticket/7259 <p> st.Math non-central t distribution does not permit infinite degrees of freedom (unlike the Central Student's t). </p> <p> Requested by Thomas Mang. </p> <p> 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). </p> <p> After discussion with Thomas Mang and John Maddock, by examination of a Cornish Fisher expansion, the cross-over point has been selected as </p> <blockquote> <p> if( delta / (4 * nu)) &lt; epsilon&lt;FPT&gt;) </p> </blockquote> <p> use Students t. </p> <p> </p> en-us Boost C++ Libraries /htdocs/site/boost.png https://svn.boost.org/trac10/ticket/7259 Trac 1.4.3 Paul A. Bristow Tue, 21 Aug 2012 17:29:28 GMT status changed; resolution set https://svn.boost.org/trac10/ticket/7259#comment:1 https://svn.boost.org/trac10/ticket/7259#comment:1 <ul> <li><strong>status</strong> <span class="trac-field-old">new</span> → <span class="trac-field-new">closed</span> </li> <li><strong>resolution</strong> → <span class="trac-field-new">fixed</span> </li> </ul> Ticket