[SciPy-User] how does scipy.stats.t.isf work?

Warren Weckesser warren.weckesser@enthought....
Wed Jun 16 11:42:06 CDT 2010


josef.pktd@gmail.com wrote:
> On Wed, Jun 16, 2010 at 12:13 PM, neurino <neurino@gmail.com> wrote:
>   
>> Honestly the full question is
>> "how does scipy.stats.t.isf work compared to common spreadsheets function
>> T.INV?"
>> I have to translate an excel calculation using TINV
>> In all excel, ooo or abiword I get:
>>
>> TINV: inverse of the survival function of the Student t-distribution
>> Arguments:
>> p: probability
>> dof: number of degrees of freedom
>> The survival function is 1 minus the cumulative distribution function.
>> Note: If p < 0 or p > 1 or dof < 1 this function returns a #NUM! error.
>> Microsoft Excel: This function is Excel compatible.
>> Examples:
>> tinv(0,4;32) evaluates to 0,852998453651888.
>>
>> while with scipy I get:
>>     
>>>>> from scipy.stats import t
>>>>>  t.isf(.4, 32)
>>>>>           
>> 0.25546356665122449
>> Any advice welcome, please consider I'm an informatic but not a
>> mathematician.
>> Thanks for your support
>>     
>
> I guess Excel uses a two-sided tail probability
>
>   
>>>> stats.t.isf(.4/2., 32)
>>>>         
> 0.85299845247181938
>
>   

Yes.

Check out the documentation for TINV here:

http://support.microsoft.com/kb/828340

Note that TINV(p, df) is the inverse for TDIST(x, df, 2). That '2' means
TDIST is two-sided. To quote from the above link:

"For any particular positive value of x, TDIST(x, df, 2) returns the
probability that a t-distributed random variable with df degrees of
freedom is greater than or equal to x or is less than or equal to –x."

So you will need to divide the probability by 2 to compare t.isf to TINV.
For example, this matches TINV(0.4; 32):

 >>> t.isf(0.2, 32)
0.8529984524718196


Warren

> Josef
>
>
>   
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