Inverse Student t-value

What do you mean by a "manual" formula?


 *Andre <geomodelers at gmail.com <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 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*
<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* <r-help-bounces at r-project.org>

09/30/2014 02:45 PM

  To
Duncan Murdoch <*murdoch.duncan at gmail.com* <murdoch.duncan at gmail.com>>,
cc
"*r-help at r-project.org* <r-help at r-project.org>" <*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*
<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*
<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* <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* <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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