[R] Inverse Student t-value

JLucke at ria.buffalo.edu JLucke at ria.buffalo.edu
Tue Sep 30 20:49:10 CEST 2014


My Excel (2013) returns exactly what R does.   I used both T.INV and 
T.INV.T2    There is no TINV.  Has Excel been updated?





Duncan Murdoch <murdoch.duncan at gmail.com> 
Sent by: r-help-bounces at r-project.org
09/30/2014 02:36 PM

To
Andre <geomodelers at gmail.com>, 
cc
r-help at r-project.org
Subject
Re: [R] Inverse Student t-value






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
>
>
>
>
>

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


	[[alternative HTML version deleted]]



More information about the R-help mailing list