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tinv    Examples

Inverse of the Student's t cumulative distribution function (cdf).

Syntax

Description

tinv(P,V) computes the inverse of Student's t cdf with parameter V for the probabilities in P. The arguments P and V must be the same size except that a scalar argument functions as a constant matrix of the size of the other argument.

The degrees of freedom, V, must be a positive integer and P must lie in the interval [0 1].

The t inverse function in terms of the t cdf is

where


The result, x, is the solution of the integral equation of the t cdf with parameter where you supply the desired probability p.

Examples

What is the 99th percentile of the t distribution for one to six degrees of freedom?



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