MATLAB: Obtaining the p value from the t stat

degrees of freedomp value from t-statp-valuet-stat

I have a t-stat and am looking to calculate the p-value for it. I am looking for a function where I can input my t-stat and the degrees of freedom and the two-tailed p-value will be outputted. I am able to find an online calculator that does this (<http://www.danielsoper.com/statcalc3/calc.aspx?id=8)>, but I have not been able to find a Matlab function that will. Any help is greatly appreciated!

Thanks!

Best Answer

If you have the Statistics Toolbox, the tcdf function will do what you want.

If not, the t-probability calculation is a one-line anonymous function:

tdist2T = @(t,v) (1-betainc(v/(v+t^2),v/2,0.5));    % 2-tailed t-distribution
tdist1T = @(t,v) 1-(1-tdist2T(t,v))/2;              % 1-tailed t-distribution

where ‘t’ is the t-statistic and ‘v’ are the degrees-of-freedom. (Note that ‘tdist1T’ calls ‘tdist2T’.)

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You have to have the Statistics and Machine Learning Toolbox.

The core MATLAB functions erfc and erfcinv can emulate the normal probability distributions:

P = @(z) erfc(-z/sqrt(2))/2;                  % Equivalent to ‘normcdf’
CV = @(alpha) -sqrt(2) * erfcinv(2*alpha);    % Equivalent to ‘norminv’

and the t-distribution is a one-line anonymous function:

tdist2T = @(t,v) (1-betainc(v/(v+t^2),v/2,0.5));    % 2-tailed t-distribution
tdist1T = @(t,v) 1-(1-tdist2T(t,v))/2;              % 1-tailed t-distribution

where ‘t’ is the t-statistic and ‘v’ the degrees-of-freedom.

MATLAB: How to calculate 2-tailed P value using t value and degree of freedom

You can simply cut to the chase and calculate it directly:

tdist2T = @(t,v) (1-betainc(v/(v+t^2),v/2,0.5));    % 2-tailed t-distribution

where ‘t’ is the t-statistic and ‘v’ the degrees-of-freedom.

Best Answer

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