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 using the degrees
of freedom in 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
Student's t Distribution
 | times (categorical) | | tpdf |  |
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