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g40
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Post subject: Calculating t for Student's t test  Posted: Mon Nov 15, 2010 3:23 pm |
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Joined: Mon Nov 15, 2010 12:58 pm
Posts: 7
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Is there a function in alglib to generate the value of 't' given the desired confidence level and degrees of freedom? Not quite sure of the standard name for this function.
// get t-test value for df of 100 at 99.5% confidence interval
double t = calc_t(100,0.995);
// t ~ == 2.62589
Many thanks
Jerry
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Sergey.Bochkanov
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Post subject: Re: Calculating t for Student's t test Posted: Mon Nov 15, 2010 4:49 pm |
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| Site Admin |
Joined: Fri May 07, 2010 7:06 am
Posts: 927
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There exists function which calculates inverse of Student's t distribution, you can use it. It is located in the studenttdistr subpackage.
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g40
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Post subject: Re: Calculating t for Student's t test Posted: Mon Nov 15, 2010 5:30 pm |
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Joined: Mon Nov 15, 2010 12:58 pm
Posts: 7
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Excellent. Thanks Sergey.
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