Inverse of the cumulative of the convolution of odd-T distributions
Finds the inverse through a root solver. To find limits for the solver
domain use is made of the property that the convolved distribution is
bounded above by the normalized gaussian. If the coeffiecient in the linear
combination add up to a number below one the T of order one can be used as
a limit below but in general this is not necessarily the case and a constant
is used.
Also the fact that the combination is symmetric is used.
Inverse of the cumulative of the convolution of odd-T distributions
Finds the inverse through a root solver. To find limits for the solver domain use is made of the property that the convolved distribution is bounded above by the normalized gaussian. If the coeffiecient in the linear combination add up to a number below one the T of order one can be used as a limit below but in general this is not necessarily the case and a constant is used. Also the fact that the combination is symmetric is used.