cdfTci#

Purpose#

Computes the inverse of the complement of the Student’s t cdf.

Format#

x = cdfTci(p, df)#

Parameters:

p (NxK real matrix) – complementary Student’s t probability levels, \(0 <= p <= 1\).
df (LxM real matrix) – degrees of freedom, \(df > 1\), df need not be an integer. ExE conformable with p.

Returns:

x (matrix, max(N,L) by max(K,M) real) – each value of x is the value such that the complement of the Student’s t distribution is equal to the corresponding value of p. cdfTc(x, df) = p.

Examples#

// Probabilities
p = {0.1,0.25, 0.5,0.75,0.95};

// Degrees of freedom
df = 3;

x = cdfTci(p, df);

After running above code,

x =
 1.6377
 0.7649
 0.0000
-0.7649
-2.3534