Investment Studio > Expressions > Functions > Statistical > TINV

float tinv(float probability, integer degrees_of_freedom)

Returns the inverse of the two-tailed complement of the Student's t CDF (Cumulative Distribution Function): if probability = tdist(x, degrees_of_freedom), then tinv(probability, degrees_of_freedom) = x.

probability must be in the range [0, 1].

degrees_of_freedom >= 1 is the number of degrees of freedom.

The result is determined by an iterative procedure that terminates when the incremental improvement is less than 1E-10 per iteration. If this precision is not achieved after 10000 iterations, the result is an error (#N/A).

Example

=tinv(0.052778901366089, 100)

returns 1.9600000001201.

See also norminv, tdist, ttest, ztest.