TINV Function

Arguments

p

is a numeric probability.

Range:

0 < p < 1

df

is a numeric degrees of freedom parameter.

Range:

df > 0

nc

is an optional numeric noncentrality parameter.

The TINV function returns the p^th quantile from the Student's t distribution with degrees of freedom df and a noncentrality parameter nc. The probability that an observation from a t distribution is less than or equal to the returned quantile is p.

TINV accepts a noninteger degree of freedom parameter df. If the optional parameter nc is not specified or is 0, the quantile from the central t distribution is returned.

CAUTION:

For large values of nc,

the algorithm can fail. In that case, a missing value is returned.  

Note:   TINV is the inverse of the PROBT function.   

x=tinv(.95,2);

2.9199855804

x=tinv(.95,2.5,3);

11.033833625

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