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| Calculating t for Student's t test http://forum.alglib.net/viewtopic.php?f=2&t=119 |
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| Author: | g40 [ Mon Nov 15, 2010 3:23 pm ] |
| Post subject: | Calculating t for Student's t test |
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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| Author: | Sergey.Bochkanov [ Mon Nov 15, 2010 4:49 pm ] |
| Post subject: | Re: Calculating t for Student's t test |
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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| Author: | g40 [ Mon Nov 15, 2010 5:30 pm ] |
| Post subject: | Re: Calculating t for Student's t test |
Excellent. Thanks Sergey. |
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