[R] Inverse Student t-value
JLucke at ria.buffalo.edu
JLucke at ria.buffalo.edu
Thu Oct 2 17:22:07 CEST 2014
Andre
For the last time, there is NO simple rational approximation to the
quantiles of the t-distribution.
From R help, qt = TINV is based on
Hill, G. W. (1970) Algorithm 396: Student's t-quantiles. Communications of
the ACM, 13(10), 619–620. And
Hill, G. W. (1981) Remark on Algorithm 396, ACM Transactions on
Mathematical Software, 7, 250–1.
Both of these articles can be googled and the source code obtained from
the ACM. (I have done it.)
The code uses a rational approximation to the inverse for which you can
compute values by hand.
Then you can see why we use qt(). :-)
Joe
Andre <geomodelers at gmail.com>
10/02/2014 07:27 AM
To
JLucke at ria.buffalo.edu,
cc
Duncan Murdoch <murdoch.duncan at gmail.com>, "r-help at r-project.org"
<r-help at r-project.org>, r-help-bounces at r-project.org
Subject
Re: [R] Inverse Student t-value
Dear All,
The manual formula mean that how to calculate that value by hand for
TINV(0.0000408831, 1221) and the resulted is 4.0891672
Appreciate your help in advance.
Cheers!
On Wed, Oct 1, 2014 at 9:15 PM, <JLucke at ria.buffalo.edu> wrote:
What do you mean by a "manual" formula?
Andre <geomodelers at gmail.com>
09/30/2014 11:54 PM
To
JLucke at ria.buffalo.edu,
cc
Duncan Murdoch <murdoch.duncan at gmail.com>, "r-help at r-project.org" <
r-help at r-project.org>, r-help-bounces at r-project.org
Subject
Re: [R] Inverse Student t-value
Hi JLucke,
Maybe the old excel function. TINV and T.INV.2T is same function for T
wo-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>
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>> 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>
>> <mailto:murdoch.duncan at gmail.com
>> <mailto: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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