TINV Function

Returns a quantile from the t distribution.

Category:

Quantile

Syntax

TINV(p,df<,nc> )

Required Arguments

p

is a numeric probability.

Range

0 < p < 1

df

is a numeric degrees of freedom parameter.

Range

df > 0

Optional Argument

nc

is an optional numeric noncentrality parameter.

Details

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.

Example

The following SAS statements produce these results.

SAS Statement	Result
x=tinv(.95,2);	2.9199855804
x=tinv(.95,2.5,3);	11.033833625