[R] Inverse Student t-value

[Andre]

Hi Duncan,

Actually, I am trying trace the formula for the "Critical value of Z" and
manual formula is
=(I7-1)/SQRT(I7)*SQRT((TINV(0.05/I7,I7-2))^2/(I7-2+TINV(0.05/I7,I7-2)))

So, I got new problem for TINV formula. I just need a manual equation
for TINV.

Hope solve this problem.

Cheers!


On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch <murdoch.duncan at gmail.com>
wrote:

> On 30/09/2014 2:11 PM, Andre wrote:
>
>> Hi Duncan,
>>
>> No, that's correct. Actually, I have data set below;
>>
>
> Then it seems Excel is worse than I would have expected.  I confirmed R's
> value in two other pieces of software,
> OpenOffice and some software I wrote a long time ago based on an algorithm
> published in 1977 in Applied Statistics.  (They are probably all using the
> same algorithm.  I wonder what Excel is doing?)
>
>  N= 1223
>> alpha= 0.05
>>
>> Then
>> probability= 0.05/1223=0.0000408831
>> degree of freedom= 1223-2= 1221
>>
>> So, TINV(0.0000408831,1221) returns 4.0891672
>>
>>
>> Could you show me more detail a manual equation. I really appreciate it
>> if you may give more detail.
>>
>
> I already gave you the expression:  abs(qt(0.0000408831/2, df=1221)). For
> more detail, I suppose you could look at the help page for the qt function,
> using help("qt").
>
> Duncan Murdoch
>
>
>> Cheers!
>>
>>
>> On Wed, Oct 1, 2014 at 1:01 AM, Duncan Murdoch <murdoch.duncan at gmail.com
>> <mailto:murdoch.duncan at gmail.com>> wrote:
>>
>>     On 30/09/2014 1:31 PM, Andre wrote:
>>
>>         Dear Sir/Madam,
>>
>>         I am trying to use calculation for two-tailed inverse of the
>>         student`s
>>         t-distribution function presented by Excel functions like
>>         =TINV(probability, deg_freedom).
>>
>>         For instance: The Excel function =TINV(0.0000408831,1221) =
>>    returns
>>           4.0891672.
>>
>>         Would you like to show me a manual calculation for this?
>>
>>         Appreciate your helps in advance.
>>
>>
>>     That number looks pretty far off the true value.  Have you got a
>>     typo in your example?
>>
>>     You can compute the answer to your question as
>>     abs(qt(0.0000408831/2, df=1221)), but you'll get 4.117.
>>
>>     Duncan Murdoch
>>
>>
>>
>>
>

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