[R] Inverse Student t-value

[Duncan Murdoch]

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>> 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
>
>
>