Re: t distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg28028] Re: t distribution
- From: "Ian McInnes" <ian at whisper-wood.demon.co.uk>
- Date: Wed, 28 Mar 2001 02:41:00 -0500 (EST)
- References: <99pdbo$lfh@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
I am not quite sure what you mean, but the Quantile function applied to the
Student t distribution is probably what you want. This is the inverse of
the cumulative probability density function.
For example, the area inside a 95% confidence interval is that under the
curve of the PDF between the t deviate for a cumulative probability of 0.025
and that for 0.975.
The t value for the upper bound of this confidence interval for a single
sample of size 10 (9 degrees of freedom) is given by:
Quantile[StudentTDistribution[9], 0.975]
and analogously for the lower bound. Since the t distribution is symmetric
and centred on zero, the lower bound is the negative of the upper bound.
Then the confidence interval is the mean +/- a function involving the t
value for the upper bound.
Regards,
Ian McInnes.
"Jose Lasso" <jml at accessinter.net> wrote in message
news:99pdbo$lfh at smc.vnet.net...
> Hi MathGroup,
>
> I want to know if Mathematica have some function that return the t
> value for a known confidence level, with known degrees of freedom?
> Thx in advance. Regards
>
> Jose M Lasso
>
> PS:Sorry for my english!
>