An algorithm for the quantile of t-distribution with power series expansion

孟健 MJ


依据t-分布tγ的x分位点函数F-1γ(x)的幂级数展开式可以给出一种计算F-1γ(x)的近似值的具体方法.结果显示,在给定自由度γ时,随着x离(1 2)越远,进行近似计算的项数越多;在给定x时,随着自由度增加,近似计算的项数减少;可以达到Matlab软件中算法的精度. This paper gives a specific algorithm for the approximate value of F-1γ(x)by its power series expansion.It is shown that the number of terms for calculating the approximation tends to increase with x being farther away from the (1 2),while this number decreases with γ increasing for a given x.The proposed method can help achieve the Matlab’ precision.


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