Returns the inverse of the Student's t cumulative probability distribution function.

Parameters

p

A double specifying the probability for which the inverse Student's t function is to be evaluated.

df

A double specifying the number of degrees of freedom. This must be at least one.

Return Value

A double specifying the probability that a Student's t random variable takes a value less than or equal to this value is p.

Remarks

InverseStudentsT 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 InverseBeta 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 of the t density. For larger values, an asymptotic inverse Cornish-Fisher type expansion about normal deviates is used.

See Also

Cdf Class | Imsl.Stat Namespace | Example

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