Returns a quantile from the t distribution
Category: Quantile
TINV ( p , df < ,nc >)
p
is a numeric probability.
Range: 0 < p < 1
df
is a numeric degrees of freedom parameter.
Range: df > 0
nc
is an optional numeric noncentrality parameter.
The TINV function returns the p th quantile from the Student's t distribution with degrees of freedom df and a noncentrality parameter nc . The probability that an observation from a t distribution is less than or equal to the returned quantile is p .
TINV accepts a noninteger degree of freedom parameter df . If the optional parameter nc is not specified or is 0, the quantile from the central t distribution is returned.
CAUTION:
For large values of nc , the algorithm can fail; in that case, a missing value is returned.
Note: TINV is the inverse of the PROBT function.
SAS Statements | Results |
---|---|
x=tinv(.95,2); | 2.9199855804 |
x=tinv(.95,2.5,3); | 1.033833625 |