A Retrievable Recipe for Inverse t

Abstract

Although the percentage points of the Student-t distribution have been widely tabulated, a simple approximation is given and derived in this article. The approximation can be re-derived easily, since it is based on the percentage points from the Gaussian distribution, and can thus be used for applications requiring non-integer degrees of freedom (e.g., Welch's two-sample t test) and for arbitrary significance levels (e.g., for Bonferroni multiple comparison procedures). Comparisons between this approximation and others suggested in the literature indicate three-digit accuracy for even small degrees of freedom and tail areas.

Key Words:

• Student's t
• Percentage points
• Inverse t.