This function evaluates the inverse of the Student's t cumulative distribution function.
TIN — Function
value. (Output)
The probability that a Student's t random
variable takes a value less than or equal to TIN is P.
P — Probability
for which the inverse of the Student's t cumulative distribution function
is to be evaluated. (Input)
P must be in the open
interval (0.0, 1.0).
DF — Degrees of
freedom. (Input)
DF must be greater
than or equal to 1.0.
Generic: TIN (P, DF)
Specific: The specific interface names are S_TIN and D_TIN.
Single: TIN (P, DF)
Double: The double precision name is DTIN.
Function TIN evaluates the inverse distribution function of a Student's t random variable with DF degrees of freedom. Let v = DF. If v equals 1 or 2, the inverse can be obtained in closed form, if v is between 1 and 2, the relationship of a t to a beta random variable is exploited and routine BETIN is used to evaluate the inverse; otherwise the algorithm of Hill (1970) is used. For small values of v greater than 2, Hill's algorithm inverts an integrated expansion in 1/(1 + t2/v) of the t density. For larger values, an asymptotic inverse Cornish-Fisher type expansion about normal deviates is used.
Informational error
Type Code
4 3 TIN is set to machine infinity since overflow would occur upon modifying the inverse value for the F distribution with the result obtained from the inverse β distribution.
In this example, we find the 0.05 critical value for a two-sided t test with 6 degrees of freedom.
USE TIN_INT
USE UMACH_INT
IMPLICIT NONE
INTEGER NOUT
REAL DF, P, T
!
CALL UMACH (2, NOUT)
P = 0.975
DF = 6.0
T = TIN(P,DF)
WRITE (NOUT,99999) T
99999 FORMAT (' The two-sided t(6) 0.05 critical value is ', F6.3)
END
The two-sided t(6) 0.05 critical value is 2.447
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