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Anyone have a statistics background?
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Posted to rec.audio.opinion
Bill Riel
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Anyone have a statistics background?
In article ,
says...
I have a quick question...
I need a numerical approximation to Student's t distribution that is
accurate to double precision.
Unless I am completely mistaken, the TDIST() function in Excel behaves
very strangely.
It cannot calculate a value for x 0 and the result of this function is
the pdf of the distribution, not the cdf unlike NORMSDIST().
I realize that I could construct a better function using the BETADIST()
function, but I'm not sure whether this will alleviate or compound
whatever inaccuracies are already present in Excel.
Currently, the one I am leaning towards is Numerical Recipes.
I don't know about Excel - I do recall that in the past that some of the
statistical functions were questionable.
However, I've used the code from Numerical Recipes and it's worked well
- it should meet your precision requirements.
--
Bill
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