Re: [R] Inverse cumulative probability

From: Prof Brian Ripley <>
Date: Tue 14 Feb 2006 - 18:52:17 EST

On Tue, 14 Feb 2006, Jan Danielsson wrote:

> Hello all,
> (First of all, I'd like to thank all who replied to my previous
> question. I have never encountered such a helpful community before.
> Thanks for making a R so welcoming.)
> To calculate a quantile for normal distributions, one simply uses
> qnorm(1-a).

If a is small, it is better to use qnorm(a, lower.tail=FALSE).

> But if I would want to do the same for a t-test function,
> how would I go about doing that? Is there a simple way to do it? (Yes, I
> could look in a table, but it's the procedure I'm looking for, not the
> values :-)

qt(a, nu, lower.tail=FALSE), assuming by `t-test function' you mean Student's t distribution on nu degrees of freedom (which might be n-1 or n-2 for a t test).

For more on this see `An Introduction to R', specifically section 8.1 in the HTML version I just looked at.

Brian D. Ripley,        
Professor of Applied Statistics,
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

______________________________________________ mailing list
PLEASE do read the posting guide!
Received on Tue Feb 14 18:56:43 2006

This archive was generated by hypermail 2.1.8 : Wed 15 Feb 2006 - 13:38:39 EST