Sunday, April 29, 2007

P-value and t-critical values in Matlab and Octave

If one use to calculate t-critical and P-values using t statistis, those functins in Matlab/Octave do it:
t_critical= tinv(1-alpha/2,n-2);

where alpha is confidence level (e.g. alpha=0.05 for 95% confidence level);

where t is our calculated value of t statistics.

With regard to Octave, it depends which version you use. You may find that instead of tint and tcdf there are t_int and t_cdf functions.

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