tppf(3f) - [M_datapac:PERCENT_POINT] computes the percent point function value for the students T distribution
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SUBROUTINE TPPF(P,Nu,Ppf)
tppf(3f) computes the percent point function value for the students t distribution with integer degrees of freedom parameter = nu. the students t distribution used herein is defined for all x, and its probability density function is given in the references below.
note that the percent point function of a distribution is identically the same as the inverse cumulative distribution function of the distribution.
X description of parameter Y description of parameter
Sample program:
program demo_tppf use M_datapac, only : tppf implicit none ! call tppf(x,y) end program demo_tppfResults:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
o National Bureau of Standards Applied Mathematics Series 55, 1964, page 949, Formula 26.7.5. o Johnson and Kotz, Continuous Univariate Distributions--2, 1970, page 102, Formula 11. o Federighi, Extended Tables of the Percentage Points of Students T Distribution, Journal of the American Statistical Association, 1969, pages 683-688. o Hastings and Peacock, Statistical Distributions--A Handbook for Students and Practitioners, 1975, pages 120-123.
Nemo Release 3.1 | tppf (3) | February 23, 2025 |