tinv
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
## 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")
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