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On approximations to the inverse student’s-t distribution function
Abstract:The inverse of the Student's t-distribution is often needed in computer simulation and applied statistics, e.g, in generating random variates from t-distributions and in computing tables needed for statistical procedures which do not assume known variances. The t-distribution algorithm of Dudewicz and Dalal (1972) can be used to approximate the inverset t distribution function. The author notes an algorithm for evaluation of this inverse d.f. which can be implemented in a fast, accurate and short computer program. The error analysis is also reported. An application is considered for the problem of testing the hypothesis that a sequence of random variates follows Student's-t distribution.
Keywords:Inverse student's-t distribution function  t-distribution  algorithm  computer program  FORTRAN  interval estimation
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