APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE

A.23. Computation of Percentiles and Cut Off Points

Various percentiles and the cut off points are also needed as intermediate or final calculations in many statistical analyses. The percentiles corresponding to given probabilities (PROB) can be obtained for various distributions as shown below for standard normal, chi-square, t and F distributions. The notations are self explanatory.

prob = {.3 .5 .7, .95 .975 .99 ;
df = 3;
nc = 0; /*This choice corresponds to a CentraL chi-sq/f/t */
f_ndf = 1;
f_ddf = 3;
nor_inv = probit(prob);
c_inv = cinv(prob,df,nc);
f_inv = finv(prob,f_ndf,f_ddf,nc);
t_inv = tinv(prob,df,nc);
print nor_inv, c_inv, f_inv, t_inv;

Any 100α percent upper cut off point can be obtained as the corresponding 100(1-α)^th percentile. ...