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Function Reference: tinv

statistics: x = tinv (p, df)

Inverse of the Student’s T cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) of the Student’s T distribution with df degrees of freedom. The size of x is the common size of x and df. A scalar input functions as a constant matrix of the same size as the other input.

This function is analogous to looking in a table for the t-value of a single-tailed distribution. For very large df (>10000), the inverse of the standard normal distribution is used.

Further information about the Student’s T distribution can be found at https://en.wikipedia.org/wiki/Student%27s_t-distribution

See also: tcdf, tpdf, trnd, tstat

Source Code: tinv

Example: 1

Plot various iCDFs from the Student's T distribution

 p = 0.001:0.001:0.999;
 x1 = tinv (p, 1);
 x2 = tinv (p, 2);
 x3 = tinv (p, 5);
 x4 = tinv (p, Inf);
 plot (p, x1, '-b', p, x2, '-g', p, x3, '-r', p, x4, '-m')
 grid on
 xlim ([0, 1])
 ylim ([-5, 5])
 legend ({'df = 1', 'df = 2', ...
          'df = 5', 'df = \infty'}, 'location', 'northwest')
 title ('Student''s T iCDF')
 xlabel ('probability')
 ylabel ('values in x')
plotted figure