Student's t inverse cumulative distribution function
X = tinv(P,V)
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
The result, x, is the solution of the cdf integral with parameter ν, where you supply the desired probability p.
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