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Thread: inverse of the student`s t-distribution

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    Lightbulb inverse of the student`s t-distribution




    Hi All,

    I am trying to use calculate for two-tailed inverse of the student`s t-distribution function presented by Excel functions like =TINV(probability, deg_freedom)

    For instance: The Excel function below;
    N= 1223
    Alpha= 0.05 (for 95%)

    Then;
    = TINV(0.05/1223,1223-2)
    = TINV(0000408831, 1221)
    = 4.0891672


    I already got the equation for above excel function but does not work for probability (alpha/N) and just work probability alpha 0.05. I can calculate inverse Student-t value using approximations values for X, Y and Z. The equation below:

    -------------------------------------------------
    Tinv = exp(X + Y / df + Z / df2)
    -------------------------------------------------

    Another calculator by webpage on http://www.danielsoper.com/statcalc3/calc.aspx?id=10 but I don`t know this equation.

    The point is how to calculate that value by hand for TINV like excel or webpage?

    Thanks in advance.


    Cheers! Andre

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    Re: inverse of the student`s t-distribution

    Why do you want to do this by hand? There isn't really a nice closed form expression for the CDF or the inverse (unless you have some special functions already programmed). Why do you want to do this by hand?
    I don't have emotions and sometimes that makes me very sad.

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    Re: inverse of the student`s t-distribution

    Hi Dason,

    I would like to use for my thesis in geological research. I want know how to calculate by hand step by step. Do you have softcopy textbook?

    I hope that someone can solve my problems.

    Appreciate your helps.

    Cheers!

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    Re: inverse of the student`s t-distribution


    it's not really something you can do by hand. There are approximations but there is no closed form solution. It's not really an enlightening endeavor either - is there a reason you can't just use software?
    I don't have emotions and sometimes that makes me very sad.

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