Inverse Student t-value

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