jsim.statistic
Class InverseT

java.lang.Object
  jsim.statistic.InverseT

public class InverseT
extends java.lang.Object

This class computes the inverse Student t Distribution.

Constructor Summary

InverseT()

Method Summary

static double

tValue(double p, double df) Calculate t-value given p level and df degrees of freedom for Student t Distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

InverseT

public InverseT()

Method Detail

tValue

public static double tValue(double p,
                            double df)

Calculate t-value given p level and df degrees of freedom for Student t Distribution. From K. Pawlikowski (www.cosc.canterbury.ac.nz). ------------------------------------------------------------ COMPUTE pth QUANTILE OF THE t DISTRIBUTION This function computes the upper pth quantile of the t dis- tribution (the value of t for which the area under the curve from t to +infinity is equal to p). It is a transliteration of the 'STUDTP' function given in Appendix C of "Principles of Discrete Event Simulation", G. S. Fishman, Wiley, 1978. ------------------------------------------------------------

Parameters:

p - significance value

df - degrees of freedom

Returns:

double t-value