Inverting the Chi-squared, t and F distributions on the TI83/84 The TI 83/84 series of calculators has CDF’s for the Chi-Squared, t, and F distributions. These give the probability between a pair of scores for a given number of degrees of freedom. However, the calculator has no inverse functions that would give critical scores as functions of a given probability. Using Newton’s method an iteration to locate χν2,α can be implemented. Let H ( x ) = χ 2cdf ( 0, x,ν ) − 1 + α , the only positive root of this function is x = χν2,α . From the fundamental theorem of calculus, H ′ ( x ) = d 2 d x 2 χ cdf ( 0, x,ν ) − 1 + α = χ cdf ( t ,ν ) dt = χ 2 cdf ( x,ν ) . Thus, the Newton’s iteration to find this dx 0 dx root is xn +1 = xn − H ( xn ) χ 2cdf ( 0, xn ,ν ) − 1 + α = xn − . H ′ ( xn ) χ 2 pdf ( xn ,ν ) The following program implements this iteration: Here A is α and N is ν . Prompt and Disp are I/O commands, the other commands are CTL. This same procedure can be used to invert the t and F distributions. : Prompt A : Prompt N : N→X : For (J, 1, 9) ( ) : X − χ 2 cdf ( 0, X, N ) + A − 1 / χ 2 pdf ( X,N ) → X : End : Disp X : Stop Al Lehnen Madison Area Technical College 10/31/2013
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