quantile.StudentsT {distributions3} R Documentation

## Determine quantiles of a StudentsT distribution

### Description

Please see the documentation of StudentsT() for some properties of the StudentsT distribution, as well as extensive examples showing to how calculate p-values and confidence intervals. quantile()

### Usage

## S3 method for class 'StudentsT'
quantile(x, probs, drop = TRUE, elementwise = NULL, ...)


### Arguments

 x A StudentsT object created by a call to StudentsT(). probs A vector of probabilities. drop logical. Should the result be simplified to a vector if possible? elementwise logical. Should each distribution in x be evaluated at all elements of probs (elementwise = FALSE, yielding a matrix)? Or, if x and probs have the same length, should the evaluation be done element by element (elementwise = TRUE, yielding a vector)? The default of NULL means that elementwise = TRUE is used if the lengths match and otherwise elementwise = FALSE is used. ... Arguments to be passed to qt. Unevaluated arguments will generate a warning to catch mispellings or other possible errors.

### Details

This function returns the same values that you get from a Z-table. Note quantile() is the inverse of cdf(). Please see the documentation of StudentsT() for some properties of the StudentsT distribution, as well as extensive examples showing to how calculate p-values and confidence intervals.

### Value

In case of a single distribution object, either a numeric vector of length probs (if drop = TRUE, default) or a matrix with length(probs) columns (if drop = FALSE). In case of a vectorized distribution object, a matrix with length(probs) columns containing all possible combinations.

Other StudentsT distribution: cdf.StudentsT(), pdf.StudentsT(), random.StudentsT()

### Examples


set.seed(27)

X <- StudentsT(3)
X

random(X, 10)

pdf(X, 2)
log_pdf(X, 2)

cdf(X, 4)
quantile(X, 0.7)

### example: calculating p-values for two-sided T-test

# here the null hypothesis is H_0: mu = 3

# data to test
x <- c(3, 7, 11, 0, 7, 0, 4, 5, 6, 2)
nx <- length(x)

# calculate the T-statistic
t_stat <- (mean(x) - 3) / (sd(x) / sqrt(nx))
t_stat

# null distribution of statistic depends on sample size!
T <- StudentsT(df = nx - 1)

# calculate the two-sided p-value
1 - cdf(T, abs(t_stat)) + cdf(T, -abs(t_stat))

# exactly equivalent to the above
2 * cdf(T, -abs(t_stat))

# p-value for one-sided test
# H_0: mu <= 3   vs   H_A: mu > 3
1 - cdf(T, t_stat)

# p-value for one-sided test
# H_0: mu >= 3   vs   H_A: mu < 3
cdf(T, t_stat)

### example: calculating a 88 percent T CI for a mean

# lower-bound
mean(x) - quantile(T, 1 - 0.12 / 2) * sd(x) / sqrt(nx)

# upper-bound
mean(x) + quantile(T, 1 - 0.12 / 2) * sd(x) / sqrt(nx)

# equivalent to
mean(x) + c(-1, 1) * quantile(T, 1 - 0.12 / 2) * sd(x) / sqrt(nx)

# also equivalent to
mean(x) + quantile(T, 0.12 / 2) * sd(x) / sqrt(nx)
mean(x) + quantile(T, 1 - 0.12 / 2) * sd(x) / sqrt(nx)


[Package distributions3 version 0.2.1 Index]