a bug with Student t-value??

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20091107/0062f392/attachment-0001.pl>

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20091107/d8a90b0f/attachment-0001.pl>

Hello, every one,

Using the qt() function in R, I got a different Student t-value
with the Student t table.
e.g. the return value of function qt(0.95,9) is 1.833, while in
table it is 2.262.

I do not know why the difference exists. I guess it may be a bug
in R.
-- 

Not at all. The reason is that your table gives the t-value for a
two-sided test (with equal tails), i.e. 0.025 in each tail.
The function qt() in R returns the t-value for a one-sided test,
i.e. 0.05 in the (by default) upper tail. Compare:

  qt(0.95,9)
# [1] 1.833113
  qt(0.975,9)
# [1] 2.262157

The second value agrees with your table. Many printed tables give
the two-sided values, rather than the one-sided.

Hoping this helps,
Ted.

--------------------------------------------------------------------
E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
Fax-to-email: +44 (0)870 094 0861
Date: 07-Nov-09                                       Time: 09:55:50
------------------------------ XFMail ------------------------------

Hi Huaru,
Are you sure you are looking at 0.95 and NOT 0.975?

as qt(0.975,9) = 2.262

generally tables are given for alpha/2 (alpha=0.05 in your case)
significance.

Please check carefully.

Or, put differently, tables are often given for two-sided p-values 
(especially in the back pages of textbooks), whereas qt() is for one-sided.

I.e. the t distribution with 9 DF has a probability of 0.95 of falling 
BELOW 1.833 but also of falling BETWEEN -2.262 and +2.262.

O__  ---- Peter Dalgaard             ?ster Farimagsgade 5, Entr.B
   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
  (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)              FAX: (+45) 35327907