I’ll be the first to admit, its been a long time since I was in Statistics class, but it’s really one of the most useful classes out there, even the esoteric parts of it.
Recently, I had to write code to compute bias estimation for climate change data, and one of the key stats used in computing bias estimation along with its summary statistics is: the t-distribution cumulative probability density function, or tcdf for short.
In Java land, we are fortunate to have the Apache Commons Math library, which allows computation of tcdf and inverse-tcdf:
Something like the following, using Apache Commons Math, will allow calculation of an inverse tcdf:
TDistribution t = new TDistributionImpl(degreeOfFreedom);
a = (t.inverseCumulativeProbability(0.975))