Statistics Toolbox™

tinv

Student's t inverse cumulative distribution function

Syntax

X = tinv(P,V)

Description

X = tinv(P,V) computes the inverse of Student's t cdf with parameter V for the corresponding probabilities in P. P and V can be vectors, matrices, or multidimensional arrays that are the same size. A scalar input is expanded to a constant array with the same dimensions as the other inputs. The values in P must lie on the interval [0 1].

The t inverse function in terms of the t cdf is

where

The result, x, is the solution of the cdf integral with parameter ν, where you supply the desired probability p.

Examples

What is the 99th percentile of the t distribution for one to six degrees of freedom?

percentile = tinv(0.99,1:6)
percentile =
  31.8205  6.9646  4.5407  3.7469  3.3649  3.1427

See Also

icdf, tcdf, tpdf, trnd, tstat

tiedrank

tpdf