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CDF inv

Returns the inverse (quantile) of the T distribution.
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CDF Inv

 
doubleCDF_invdoublet
doublek )
Returns the inverse (quantile) at t of the T distribution with k degrees of freedom.

\graph  t=0.1:0.9, k=1:5:5

Example 1

#include <stdio.h>
#include <codecogs/statistics/distributions/continuous/t/cdf_inv.h>
using namespace Stats::Dists::Continuous::T;
 
int main()
{
  printf(" \\ p\t 0.40\t      0.25\t      0.10\t      0.05\t     0.025\ndf\\\n");
  for (int i = 1; i <= 10; ++i)
  printf("%d  %10f\t%10f\t%10f\t%10f\t%10f\n", i,
  CDF_inv( 0.40, i), CDF_inv(0.25, i), CDF_inv( 0.10, i), CDF_inv(  0.05, i),
  CDF_inv(0.025, i));
  return getchar();
}
Output:
\ p     0.40         0.25            0.10            0.05           0.025
df\
1   -0.324920    -1.000000       -3.077684       -6.313752      -12.706205
2   -0.288675    -0.816497       -1.885618       -2.919986       -4.302653
3   -0.276671    -0.764892       -1.637744       -2.353363       -3.182446
4   -0.270722    -0.740697       -1.533206       -2.131847       -2.776445
5   -0.267181    -0.726687       -1.475884       -2.015048       -2.570582
6   -0.264835    -0.717558       -1.439756       -1.943180       -2.446912
7   -0.263167    -0.711142       -1.414924       -1.894579       -2.364624
8   -0.261921    -0.706387       -1.396815       -1.859548       -2.306004
9   -0.260955    -0.702722       -1.383029       -1.833113       -2.262157
10   -0.260185   -0.699812       -1.372184       -1.812461       -2.228139

References:

Spatial econometrics library, http://www.spatial-econometrics.com/distrib/contents.html

Parameters

tthe point at which to evaluate the inverse PDF
kthe number of degrees of freedom of the T distribution

Authors

Lucian Bentea (August 2005)
Source Code

Source code is available when you agree to a GP Licence or buy a Commercial Licence.

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