Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration Method

Statistical inference is used to estimate population parameters based on sample information and to quantify the sampling error based on the probability narrative. The population mean is inferred by its sample mean, but when using sample variance, the population variance is needed. In the quantitativ...

Full description

Saved in:
Bibliographic Details
Main Author: Tzu-Li Tien
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Engineering Proceedings
Subjects:
Online Access:https://www.mdpi.com/2673-4591/92/1/2
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1849472240680173568
author Tzu-Li Tien
author_facet Tzu-Li Tien
author_sort Tzu-Li Tien
collection DOAJ
description Statistical inference is used to estimate population parameters based on sample information and to quantify the sampling error based on the probability narrative. The population mean is inferred by its sample mean, but when using sample variance, the population variance is needed. In the quantitative analysis of the sampling error, the <i>t</i>-distribution is used. To determine the percentiles of the <i>t</i>-distribution, the cumulative probability density function is necessary. However, the analytic expression does not exist for the cumulative probability density function of the <i>t</i>-distribution. Its values are obtained using numerical integration. However, the percentiles of the <i>t</i>-distribution are not listed for degrees of freedom over 30, while only listed for every 10 data points in probability theory or mathematical statistics. This is inconvenient for research. Therefore, the cumulative probability density function of <i>t</i>-distribution was calculated using the Gaussian integration method in this study. The results show that the percentiles of the <i>t</i>-distribution are accurately estimated using the algorithm developed in this study.
format Article
id doaj-art-3ff411511dbc4e3fbe019c96e36cbad1
institution Kabale University
issn 2673-4591
language English
publishDate 2025-04-01
publisher MDPI AG
record_format Article
series Engineering Proceedings
spelling doaj-art-3ff411511dbc4e3fbe019c96e36cbad12025-08-20T03:24:35ZengMDPI AGEngineering Proceedings2673-45912025-04-01921210.3390/engproc2025092002Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration MethodTzu-Li Tien0Department of Vehicle Engineering, National Formosa University, Yunlin 632, TaiwanStatistical inference is used to estimate population parameters based on sample information and to quantify the sampling error based on the probability narrative. The population mean is inferred by its sample mean, but when using sample variance, the population variance is needed. In the quantitative analysis of the sampling error, the <i>t</i>-distribution is used. To determine the percentiles of the <i>t</i>-distribution, the cumulative probability density function is necessary. However, the analytic expression does not exist for the cumulative probability density function of the <i>t</i>-distribution. Its values are obtained using numerical integration. However, the percentiles of the <i>t</i>-distribution are not listed for degrees of freedom over 30, while only listed for every 10 data points in probability theory or mathematical statistics. This is inconvenient for research. Therefore, the cumulative probability density function of <i>t</i>-distribution was calculated using the Gaussian integration method in this study. The results show that the percentiles of the <i>t</i>-distribution are accurately estimated using the algorithm developed in this study.https://www.mdpi.com/2673-4591/92/1/2statistical inferencepercentile<i>t</i>-distributionGaussian integration method
spellingShingle Tzu-Li Tien
Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration Method
Engineering Proceedings
statistical inference
percentile
<i>t</i>-distribution
Gaussian integration method
title Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration Method
title_full Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration Method
title_fullStr Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration Method
title_full_unstemmed Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration Method
title_short Calculating Percentiles of <i>T</i>-Distribution Using Gaussian Integration Method
title_sort calculating percentiles of i t i distribution using gaussian integration method
topic statistical inference
percentile
<i>t</i>-distribution
Gaussian integration method
url https://www.mdpi.com/2673-4591/92/1/2
work_keys_str_mv AT tzulitien calculatingpercentilesofitidistributionusinggaussianintegrationmethod