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6. Probabilities for thet distribution For the T distribution, Stata commands give areas in the right tail of the T distribution. Exam ples: -ttail (10,0.8) gives p = Pr[T > 0.8] where T ~ t(10) distributed -ínvt tail (10, .05) gives that value of t such that Pr[T > t-05 where T ~ t(10) distributed To see the actual values we can use command display For example, for Pr[T >0.8] where T~t(10) distributed display ttail 10,0.8) gives result 22115021 For a t distributed random variable T with 33 degrees of freedom use Stata to find (a) Pr[T>1.9 (b) PrT -1.9 or T> 1.9 (c) t. such that Pr[T > t*) = .02 (d) t* such that Pr[T <-tor T > t*) = .02
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