Accord.Statistics.Distributions.Univariate.NoncentralTDistribution.ProbabilityDensityFunction C# (CSharp) Method

        public override double ProbabilityDensityFunction(double x)
        {
            double u = Noncentrality; // μ
            double v = DegreesOfFreedom;
            Func<double, double, double, double> F = distributionFunctionLowerTail;

            if (x != 0)
            {
                double A = F(x * Math.Sqrt(1 + 2 / v), v + 2, u);
                double B = F(x, v, u);
                double C = v / x;
                return C * (A - B);
            }
            else
            {
                double A = Gamma.Function((v + 1) / 2);
                double B = Math.Sqrt(Math.PI * v) * Gamma.Function(v / 2);
                double C = Math.Exp(-(u * u) / 2);
                return (A / B) * C;
            }
        }

        public void ConstructorTest2()
        {
            var distribution = new NoncentralTDistribution(
                degreesOfFreedom: 4, noncentrality: 2.42);

            double mean = distribution.Mean;     // 3.0330202123035104
            double median = distribution.Median; // 2.6034842414893795
            double var = distribution.Variance;  // 4.5135883917583683

            double cdf = distribution.DistributionFunction(x: 1.4); // 0.15955740661144721
            double pdf = distribution.ProbabilityDensityFunction(x: 1.4); // 0.23552141805184526
            double lpdf = distribution.LogProbabilityDensityFunction(x: 1.4); // -1.4459534225195116

            double ccdf = distribution.ComplementaryDistributionFunction(x: 1.4); // 0.84044259338855276
            double icdf = distribution.InverseDistributionFunction(p: cdf); // 1.4000000000123853

            double hf = distribution.HazardFunction(x: 1.4); // 0.28023498559521387
            double chf = distribution.CumulativeHazardFunction(x: 1.4); // 0.17382662901507062

            string str = distribution.ToString(CultureInfo.InvariantCulture); // T(x; df = 4, μ = 2.42)

            Assert.AreEqual(3.0330202123035104, mean);
            Assert.AreEqual(2.6034842414893795, median);
            Assert.AreEqual(4.5135883917583683, var);
            Assert.AreEqual(0.17382662901507062, chf);
            Assert.AreEqual(0.15955740661144721, cdf);
            Assert.AreEqual(0.23552141805184526, pdf);
            Assert.AreEqual(-1.4459534225195116, lpdf);
            Assert.AreEqual(0.28023498559521387, hf);
            Assert.AreEqual(0.84044259338855276, ccdf);
            Assert.AreEqual(1.4000000000123853, icdf);
            Assert.AreEqual("T(x; df = 4, μ = 2.42)", str);
        }