Student's t-distribution - Table of Selected Values

Table of Selected Values

Most statistical textbooks list t distribution tables. Nowadays, the better way to a fully precise critical t value or a cumulative probability is the statistical function implemented in spreadsheets (Office Excel, OpenOffice Calc, etc.), or an interactive calculating web page. The relevant spreadsheet functions are TDIST and TINV, while online calculating pages save troubles like positions of parameters or names of functions. For example, a Mediawiki page supported by R extension can easily give the interactive result of critical values or cumulative probability, even for noncentral t-distribution.

The following table lists a few selected values for t-distributions with degrees of freedom for a range of one-sided or two-sided critical regions. For an example of how to read this table, take the fourth row, which begins with 4; that means, the number of degrees of freedom, is 4 (and if we are dealing, as above, with n values with a fixed sum, n = 5). Take the fifth entry, in the column headed 95% for one-sided (90% for two-sided). The value of that entry is "2.132". Then the probability that T is less than 2.132 is 95% or Pr(−∞ < T < 2.132) = 0.95; or mean that Pr(−2.132 < T < 2.132) = 0.9.

This can be calculated by the symmetry of the distribution,

Pr(T < −2.132) = 1 − Pr(T > −2.132) = 1 − 0.95 = 0.05,

and so

Pr(−2.132 < T < 2.132) = 1 − 2(0.05) = 0.9.

Note that the last row also gives critical points: a t-distribution with infinitely many degrees of freedom is a normal distribution. (See Related distributions above).

The first column is the number of degrees of freedom.

One Sided 75% 80% 85% 90% 95% 97.5% 99% 99.5% 99.75% 99.9% 99.95%
Two Sided 50% 60% 70% 80% 90% 95% 98% 99% 99.5% 99.8% 99.9%
1 1.000 1.376 1.963 3.078 6.314 12.71 31.82 63.66 127.3 318.3 636.6
2 0.816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 14.09 22.33 31.60
3 0.765 0.978 1.250 1.638 2.353 3.182 4.541 5.841 7.453 10.21 12.92
4 0.741 0.941 1.190 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
5 0.727 0.920 1.156 1.476 2.015 2.571 3.365 4.032 4.773 5.893 6.869
6 0.718 0.906 1.134 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959
7 0.711 0.896 1.119 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408
8 0.706 0.889 1.108 1.397 1.860 2.306 2.896 3.355 3.833 4.501 5.041
9 0.703 0.883 1.100 1.383 1.833 2.262 2.821 3.250 3.690 4.297 4.781
10 0.700 0.879 1.093 1.372 1.812 2.228 2.764 3.169 3.581 4.144 4.587
11 0.697 0.876 1.088 1.363 1.796 2.201 2.718 3.106 3.497 4.025 4.437
12 0.695 0.873 1.083 1.356 1.782 2.179 2.681 3.055 3.428 3.930 4.318
13 0.694 0.870 1.079 1.350 1.771 2.160 2.650 3.012 3.372 3.852 4.221
14 0.692 0.868 1.076 1.345 1.761 2.145 2.624 2.977 3.326 3.787 4.140
15 0.691 0.866 1.074 1.341 1.753 2.131 2.602 2.947 3.286 3.733 4.073
16 0.690 0.865 1.071 1.337 1.746 2.120 2.583 2.921 3.252 3.686 4.015
17 0.689 0.863 1.069 1.333 1.740 2.110 2.567 2.898 3.222 3.646 3.965
18 0.688 0.862 1.067 1.330 1.734 2.101 2.552 2.878 3.197 3.610 3.922
19 0.688 0.861 1.066 1.328 1.729 2.093 2.539 2.861 3.174 3.579 3.883
20 0.687 0.860 1.064 1.325 1.725 2.086 2.528 2.845 3.153 3.552 3.850
21 0.686 0.859 1.063 1.323 1.721 2.080 2.518 2.831 3.135 3.527 3.819
22 0.686 0.858 1.061 1.321 1.717 2.074 2.508 2.819 3.119 3.505 3.792
23 0.685 0.858 1.060 1.319 1.714 2.069 2.500 2.807 3.104 3.485 3.767
24 0.685 0.857 1.059 1.318 1.711 2.064 2.492 2.797 3.091 3.467 3.745
25 0.684 0.856 1.058 1.316 1.708 2.060 2.485 2.787 3.078 3.450 3.725
26 0.684 0.856 1.058 1.315 1.706 2.056 2.479 2.779 3.067 3.435 3.707
27 0.684 0.855 1.057 1.314 1.703 2.052 2.473 2.771 3.057 3.421 3.690
28 0.683 0.855 1.056 1.313 1.701 2.048 2.467 2.763 3.047 3.408 3.674
29 0.683 0.854 1.055 1.311 1.699 2.045 2.462 2.756 3.038 3.396 3.659
30 0.683 0.854 1.055 1.310 1.697 2.042 2.457 2.750 3.030 3.385 3.646
40 0.681 0.851 1.050 1.303 1.684 2.021 2.423 2.704 2.971 3.307 3.551
50 0.679 0.849 1.047 1.299 1.676 2.009 2.403 2.678 2.937 3.261 3.496
60 0.679 0.848 1.045 1.296 1.671 2.000 2.390 2.660 2.915 3.232 3.460
80 0.678 0.846 1.043 1.292 1.664 1.990 2.374 2.639 2.887 3.195 3.416
100 0.677 0.845 1.042 1.290 1.660 1.984 2.364 2.626 2.871 3.174 3.390
120 0.677 0.845 1.041 1.289 1.658 1.980 2.358 2.617 2.860 3.160 3.373
0.674 0.842 1.036 1.282 1.645 1.960 2.326 2.576 2.807 3.090 3.291

The number at the beginning of each row in the table above is which has been defined above as n − 1. The percentage along the top is 100%(1 − α). The numbers in the main body of the table are tα,. If a quantity T is distributed as a Student's t distribution with degrees of freedom, then there is a probability 1 − α that T will be less than tα,.(Calculated as for a one-tailed or one-sided test as opposed to a two-tailed test.)

For example, given a sample with a sample variance 2 and sample mean of 10, taken from a sample set of 11 (10 degrees of freedom), using the formula

We can determine that at 90% confidence, we have a true mean lying below

(In other words, on average, 90% of the times that an upper threshold is calculated by this method, this upper threshold exceeds the true mean.) And, still at 90% confidence, we have a true mean lying over

(In other words, on average, 90% of the times that a lower threshold is calculated by this method, this lower threshold lies below the true mean.) So that at 80% confidence (calculated from 1 − 2 × (1 − 90%) = 80%), we have a true mean lying within the interval

This is generally expressed in interval notation, e.g., for this case, at 80% confidence the true mean is within the interval .

(In other words, on average, 80% of the times that upper and lower thresholds are calculated by this method, the true mean is both below the upper threshold and above the lower threshold. This is not the same thing as saying that there is an 80% probability that the true mean lies between a particular pair of upper and lower thresholds that have been calculated by this method—see confidence interval and prosecutor's fallacy.)

For information on the inverse cumulative distribution function see quantile function.

Read more about this topic:  Student's t-distribution

Famous quotes containing the words table, selected and/or values:

    When the painted birds laugh in the shade,
    When our table with cherries and nuts is spread:
    Come live, and be merry, and join with me
    To sing the sweet chorus of ‘Ha, ha, he!’
    William Blake (1757–1827)

    The best history is but like the art of Rembrandt; it casts a vivid light on certain selected causes, on those which were best and greatest; it leaves all the rest in shadow and unseen.
    Walter Bagehot (1826–1877)

    Our children need to be able to see us take a stand for a value and against injustices, be those values and injustices in the family room, the boardroom, the classroom, or on the city streets.
    Barbara Coloroso (20th century)