Tanks. This CDF will allow an easy comparison of 2 sample means. We can now also calculate a reasonably accurate confidence interval. This calculation would be used on the result of a simulation, so its timing would presumably not pose a problem.
On Tue, Aug 12, 2008 at 11:20 AM, Roger Hui <[EMAIL PROTECTED]> wrote: > x tcdf y is the CDF at y of the t-distribution with x degrees of freedom > > tcdf=: 4 : 0 > assert. y<%:x > 0.5 + y * (!-:x-1) * ((0.5,-:1+x) H. 1.5 x%~-*:y) % (%:o.x) * !<:-:x > ) > > > 5 tcdf 2.01505 1.47588 > 0.95 0.899999 > > The y<%:x restriction is rather limiting. Perhaps Ewart Shaw > or others knowledgeable on this subject know of a better > formulation for the CDF. > > > > ----- Original Message ----- > From: Brian Schott <[EMAIL PROTECTED]> > Date: Tuesday, August 12, 2008 6:43 > Subject: Re: [Jprogramming] general Gamma distribution > To: Programming forum <[email protected]> > > > Robert, > > > > I may have misunderstood your original question > > regarding the student's T distribution. I thought you were > > asking for a way to generate random variates from the T, but > > you may have been asking for a way to compute probabilities > > from the student's T. If the latter was your question, I am > > afraid that computing probabilities is much more difficult > > and I have no thoughts about that. > > > > OTOH if you are thinking about constructing > > confidence intervals around sample means using the student > > T, then you need random normal variates and a table lookup > > of a student's T to build the interval(s) and it would be > > easier to read in a table of student's T values or just the > > ones you need for the sample sizes and levels of confidence > > you are simulating. > > > > > > On Tue, 12 Aug 2008, Robert Cyr wrote: > > > > + Bran Schott said: > > + T_k = Z/sqrt(U/k) > > + > > + I have seen the usual formulas for building the distribution > > function,but+ none like this one. It seems very interesting. > > + > > + As for the cdf required for the usual confidence > > interval, accuracy comes > > + at a price. Perhaps less accurate but useful is a simple > > list of a few > > + dozen factors and a simple formula. > > + > > + Robert Cyr > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
