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A Direct Approximation for the Percentiles of the t Distribution

Published online by Cambridge University Press:  27 July 2009

Jinn-Tyan Lin
Jinn-Tyan Lin
Affiliation:
Graduate Institute of Statistics and Actuarial Science, Feng Chia University Taichung, Taiwan, R.O.C.
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Abstract

In contrast to the usual approach of using a normalizing transformation, a direct approximation for the percentiles of the t distribution is developed by using techniques of exploratory data analysis. The approximation is convenient to use and has sufficient accuracy for many applications of the t distribution.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 8 , Issue 3 , July 1994 , pp. 443 - 448
Copyright
Copyright © Cambridge University Press 1994

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References

1.Lin, J.-T. (1992). Approximating the Student's t tail probability and its inverse. Probability in the Engineering and informational Sciences 6: 133–137.CrossRefGoogle Scholar
2.Tukey, J.W. (1977). Exploratory data analysis. Reading, MA: Addison-Wesley.Google Scholar