Problem:
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Given the t-ratio and the degrees of freedom(dof), find two tailed P value of t-distribution (Student's t-distribution)
Solution:
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Using the econometrics toolbox here is an example where t ratio = 2.2000 and degree of freedom= 5 ; The computed two tailed P Value is 0.0791
tdis_prb
Exercise:
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Using this function (tdis_prb) plot results for [-4:0.05:4] for 10 degrees of freedom.
-----------
Given the t-ratio and the degrees of freedom(dof), find two tailed P value of t-distribution (Student's t-distribution)
Solution:
---------
Using the econometrics toolbox here is an example where t ratio = 2.2000 and degree of freedom= 5 ; The computed two tailed P Value is 0.0791
function y = tdis_prb(x,n) % PURPOSE: calculates t-probabilities for elements in x-vector %--------------------------------------------------- % USAGE: y = tdis_prb(x,n) % where: x = vector containing computed t-values % n = degrees of freedom parameter %--------------------------------------------------- % RETURNS: % y = a vector of marginal probability levels % -------------------------------------------------- % SEE ALSO: fdis_prb(), chis_prb %--------------------------------------------------- % written by: % James P. LeSage, Dept of Economics % University of Toledo % 2801 W. Bancroft St, % Toledo, OH 43606 % jpl@jpl.econ.utoledo.edu if nargin ~= 2; error('Wrong # of arguments to tdis_prb'); end; if n <=0; error('dof is negative or zero in tdis_prb'); end; x2 = n./(n+x.^2); one = find(x2 >= 1); if length(one) > 0 x2(one,1) = 1-1e-12; end; zip = find(x2 <= 0); if length(zip) > 0 x2(zip,1) = 1e-12; end; tmp = 1.0 - 0.5*betainc(x2,0.5*n,0.5); y = 2*(1-tmp); x n end
x = 2.2000 n = 5 ans = 0.0791
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Using this function (tdis_prb) plot results for [-4:0.05:4] for 10 degrees of freedom.
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