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t-分布分位点的幂级数算法
引用本文:孟健,白鹏.t-分布分位点的幂级数算法[J].云南民族大学学报(自然科学版),2015,24(1):43-47.
作者姓名:孟健  白鹏
作者单位:云南财经大学统计与数学学院,云南昆明,650221
摘    要:依据t-分布tγ的x分位点函数F-1γ(x)的幂级数展开式可以给出一种计算F-1γ(x)的近似值的具体方法.结果显示,在给定自由度γ时,随着x离12越远,进行近似计算的项数越多;在给定x时,随着自由度增加,近似计算的项数减少;可以达到Matlab软件中算法的精度.

关 键 词:t-分布分位点  幂级数展开式  数学归纳法

An algorithm for the quantile of t-distribution with power series expansion
MENG Jian,BAI Peng.An algorithm for the quantile of t-distribution with power series expansion[J].Journal of Yunnan Nationalities University:Natural Sciences Edition,2015,24(1):43-47.
Authors:MENG Jian  BAI Peng
Institution:,School of Statistics and Mathematics,Yunnan University of Finance and Economics
Abstract:This paper gives a specific algorithm for the approximate value of F-1γ(x) by its power series expansion.It is shown that the number of terms for calculating the approximation tends to increase with x being farther away from the12,while this number decreases with γ increasing for a given x.The proposed method can help achieve the Matlab'precision.
Keywords:t-distribution  power series expansion  mathematical induction
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