Evaluating the probability as a one tailed students t distribution
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Ahmed Abdulla
on 13 Jun 2020
Edited: John D'Errico
on 13 Jun 2020
I have a value “tj” and I would like to evaluate the probability of this value using the students t distribution. I also have a variable “Df” degrees of freedom
Accepted Answer
John D'Errico
on 13 Jun 2020
Edited: John D'Errico
on 13 Jun 2020
Just use tcdf.
df = 10;
ti = 2.35;
tcdf(-ti,df)
ans =
0.02032
tcdf(ti,df)
ans =
0.97968
So the probability you would see -ti OR less, is around 2% with 10 degrees of freedom. Likewise, the probability in the upper tail is
1 - tcdf(ti,df)
ans =
0.02032
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