Student's t inverse cumulative distribution function
x = tinv(p,nu)
x = tinv(p,nu) returns the
inverse of Student's t cdf using the degrees
of freedom in
nu for the corresponding probabilities
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
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 Student's 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