CDF And Quantile Functions

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Contributor
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CDF And Quantile Functions

Hello to al,

 

Do someone know how to get the CDF And Quantile Functions for a Student distribution.

I already looked here:

http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000208980.htm

http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#quantilefunction.ht...

 

Best Regards

 


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2 weeks ago
PROC Star
Posts: 7,364

Re: CDF And Quantile Functions

Wouldn't combining those functions, using the t distribution, provide what you want?

 

Art, CEO, AnalystFinder.com

 

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Solution
2 weeks ago
PROC Star
Posts: 7,364

Re: CDF And Quantile Functions

Wouldn't combining those functions, using the t distribution, provide what you want?

 

Art, CEO, AnalystFinder.com

 

SAS Super FREQ
Posts: 3,483

Re: CDF And Quantile Functions

[ Edited ]

The CDF and QUANTILE functions support the Student t distribution. The doc shows "T" as a valid distribution.

 

 

data Want;
df = 11;
do x = -3 to 3 by 0.1;
   pdf = pdf("T", x, df);
   cdf = cdf("T", x, df);
   q = quantile("T", cdf, df);
   output;
end;
run;

title "PDF and CDF for t(df=11) distribution";
proc sgplot data=want;
series x=x y=pdf;
series x=x y=cdf;
run;

title "Quantile function for t(df=11) distribution";
proc sgplot data=want;
series x=cdf y=q;
run;


 

Contributor
Posts: 55

Re: CDF And Quantile Functions

Yes absolutly, both work very well with the t distribution. Thanks so much to all.

Thank you Dr Rick W. for this very clear example.

 

B Regards 

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