Noncentral t-distribution ($t_{\nu }(\delta )$)

If $Z\sim N(0,1)$ and $U\sim {\chi }_{\nu }^2$ are independent, then $(Z+\delta )/\sqrt{U/\nu }$ has the noncentral t-distribution with $\nu >0$ statistical degrees of freedom and noncentrality $\delta$. It describes the test statistic of a Student's t-test under a shifted alternative hypothesis. At $\delta =0$ it reduces to the Student's t-distribution. This is different from adding a constant to a central Student t-distribution: here the shift is inside the random denominator. For a normal distribution sample tested against null hypothesis $\mu ={\mu }_0$, the noncentrality is $\delta =\sqrt{n}(\mu -{\mu }_0)/\sigma$.