[R] Inverse Student t-value

[Andre]

Hi JLucke,

Maybe the old excel function. TINV and T.INV.2T is same function for Two-Tailed
Inverse of the student`s t-distribution but T.INV use for Left-Tailed
inverse of the Student's t-distribution and can be use for  Inverse of the
student`s t-distribution.


I know automatic or functions any software but I just need a manual formula
or compute formula (TINV or T.INV.2T) step by step presented by math for
calculate until resulted.

Thanks in advance.


Cheers!



On Wed, Oct 1, 2014 at 2:39 AM, <JLucke at ria.buffalo.edu> wrote:

> The website has your answer.  The t-distribution is a regularized
> incomplete beta function.  The incomplete beta function is given by R's
> *pbeta* function.  You regularize it with R's *beta* function.  Then you
> use R's *uniroot* function to find the inverse.  Good homework problem.
>
>
>  *Andre <geomodelers at gmail.com <geomodelers at gmail.com>>*
> Sent by: r-help-bounces at r-project.org
>
> 09/30/2014 02:45 PM
>   To
> Duncan Murdoch <murdoch.duncan at gmail.com>,
> cc
> "r-help at r-project.org" <r-help at r-project.org>
> Subject
> Re: [R] Inverse Student t-value
>
>
>
>
> Hi Duncan,
>
> Let me explain again, I just need a manual expression for inverse student t
> value.
>
> You could go to web page
> http://www.danielsoper.com/statcalc3/calc.aspx?id=10
>
> That's inverse student t value calculator. Do you know a manual expression
> use it.
>
> Cheers!
>
>
> On Wednesday, October 1, 2014, Duncan Murdoch <murdoch.duncan at gmail.com>
> wrote:
>
> > On 30/09/2014 2:26 PM, Andre wrote:
> >
> >> Hi Duncan,
> >>
> >> Actually, I am trying trace the formula for the "Critical value of Z"
> and
> >> manual formula is =(I7-1)/SQRT(I7)*SQRT((TINV(0.
> >> 05/I7,I7-2))^2/(I7-2+TINV(0.05/I7,I7-2)))
> >>
> >> So, I got new problem for TINV formula. I just need a manual equation
> for
> >> TINV.
> >>
> >
> > Sorry, can't help.  I'm not sure I understand what you want, but if it's
> a
> > simple formula for quantiles of the t distribution, it doesn't exist.
> >
> > Duncan Murdoch
> >
> >
> >> Hope solve this problem.
> >>
> >> Cheers!
> >>
> >>
> >> On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch <
> murdoch.duncan at gmail.com
> >> <mailto:murdoch.duncan at gmail.com <murdoch.duncan at gmail.com>>> wrote:
> >>
> >>     On 30/09/2014 2:11 PM, Andre wrote:
> >>
> >>         Hi Duncan,
> >>
> >>         No, that's correct. Actually, I have data set below;
> >>
> >>
> >>     Then it seems Excel is worse than I would have expected.  I
> >>     confirmed R's value in two other pieces of software,
> >>     OpenOffice and some software I wrote a long time ago based on an
> >>     algorithm published in 1977 in Applied Statistics. (They are
> >>     probably all using the same algorithm.  I wonder what Excel is
> doing?)
> >>
> >>         N= 1223
> >>         alpha= 0.05
> >>
> >>         Then
> >>         probability= 0.05/1223=0.0000408831
> >>         degree of freedom= 1223-2= 1221
> >>
> >>         So, TINV(0.0000408831,1221) returns 4.0891672
> >>
> >>
> >>         Could you show me more detail a manual equation. I really
> >>         appreciate it if you may give more detail.
> >>
> >>
> >>     I already gave you the expression:  abs(qt(0.0000408831/2,
> >>     df=1221)). For more detail, I suppose you could look at the help
> >>     page for the qt function, using help("qt").
> >>
> >>     Duncan Murdoch
> >>
> >>
> >>         Cheers!
> >>
> >>
> >>         On Wed, Oct 1, 2014 at 1:01 AM, Duncan Murdoch
> >>         <murdoch.duncan at gmail.com <mailto:murdoch.duncan at gmail.com
> <murdoch.duncan at gmail.com>>
> >>         <mailto:murdoch.duncan at gmail.com <murdoch.duncan at gmail.com>
> >>         <mailto:murdoch.duncan at gmail.com <murdoch.duncan at gmail.com>
> >>> wrote:
>
> >>
> >>             On 30/09/2014 1:31 PM, Andre wrote:
> >>
> >>                 Dear Sir/Madam,
> >>
> >>                 I am trying to use calculation for two-tailed inverse
> >>         of the
> >>                 student`s
> >>                 t-distribution function presented by Excel functions
> like
> >>                 =TINV(probability, deg_freedom).
> >>
> >>                 For instance: The Excel function
> >>         =TINV(0.0000408831,1221) =         returns
> >>                   4.0891672.
> >>
> >>                 Would you like to show me a manual calculation for this?
> >>
> >>                 Appreciate your helps in advance.
> >>
> >>
> >>             That number looks pretty far off the true value. Have you
> >>         got a
> >>             typo in your example?
> >>
> >>             You can compute the answer to your question as
> >>             abs(qt(0.0000408831/2, df=1221)), but you'll get 4.117.
> >>
> >>             Duncan Murdoch
> >>
> >>
> >>
> >>
> >>
> >>
> >
>
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>
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