[R] Inverse Student t-value
Ted.Harding at wlandres.net
Tue Sep 30 20:35:50 CEST 2014
And, with 1221 degrees of freedom, one cannot be far off a Normal
which is nearer to Duncan's answer (4.117, and a bit smaller, as it
should be) than to yours (4.0891672, which, if accurate, should
be greater than the Normal value 4.102431).
On 30-Sep-2014 18:20:39 Duncan Murdoch 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
>> 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
>> 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
>> t-distribution function presented by Excel functions like
>> =TINV(probability, deg_freedom).
>> For instance: The Excel function =TINV(0.0000408831,1221) =
>> 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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E-Mail: (Ted Harding) <Ted.Harding at wlandres.net>
Date: 30-Sep-2014 Time: 19:35:45
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