IDAX.QT_H - High-tail inverse t-student distribution

The QT_H function returns the value x of a variable that follows the t-student distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QT_H(DOUBLE percentage, INT8 df)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QT(percentage,df) is null for all df values.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE
df: Mandatory.; The number of degrees of freedom.; If df is 0 or less, QT(percentage,df) is null for all percentage values.; Min: 1; Data type: INT8

QT_H(perc,df)=QT(1-perc,df) for perc values in the range of 0 - 1, for all strictly positive df values.

If PT_H(x,df)=perc, QT_H(perc,df)=x for all x values and for all strictly positive df values.

Returned information

DOUBLE the point x where PT_H(x,df)=percentage.