Student T-distribution in DAX

[Pierrecl3]

Hello everyone,

I would like to use the Student T density function & cumulative probability function in a measure related to a data table in PivotTable Fields.
Excel has it with T.DIST(..., ..., FALSE/TRUE). However is it a more or less straightforward to use an equivalent in DAX?

Thanks in advance for your insights!

 

[Pierrecl3]

I update my post because this is not the density function but the inverse of the cumulative one I do need to compute:

I would like to use the Student T cumulative distribution function & its inverse function in a measure related to a data table in PivotTable Fields.
Excel has a T CDF with T.DIST(..., ..., TRUE) and its inverse with T.INV. However is it a more or less straightforward to use an equivalent in DAX?

Thanks in advance for your insights!

 

[gazpage]

Does this help?

CONFIDENCE.T Function (DAX)

 

[Pierrecl3]

Does this help?

CONFIDENCE.T Function (DAX)

Unfortunately not gazpage. I already checked

 

[Pierrecl3]

I reformulate my post again because of typing errors (sorry):

I update my post because this is not the density function but the inverse of the cumulative one I do need to compute:

I would like to use Student T cumulative distribution function & its inverse function in a measure related to a data table in PivotTable Fields.
Excel has a T CDF with T.DIST(..., ..., TRUE) and its inverse with T.INV. However is there any more or less straightforward way to use an equivalent in DAX?

Thanks in advance for your insights!

 

[Ozeroth]

Hi Pierrecl3,

You can calculate the t-distribution inverse CDF (same as Excel's T.INV) using CONFIDENCE.T.
Here is one way I came up with but there could be better methods. Just replace the red text with appropriate expressions returning the probability & degrees of freedom.

<expression returning="" probability=""><expression returning="" degrees="" of="" freedom="">T_CDF_Inv =
VAR Prob = [COLOR=#ff0000][B][Expression returning input probability][/B][/COLOR]
VAR DegFreedom =[COLOR=#ff0000][B] [Expression returning input degrees of freedom][/B][/COLOR]
VAR SampleSize = DegFreedom + 1
RETURN
    IF (
        Prob = 0.5,
        0,
        IF (
            AND ( Prob > 0.5, Prob < 1 ),
            CONFIDENCE.T ( 2 - 2 * Prob, 1, SampleSize ),
            IF ( AND ( Prob > 0, Prob < 0.5 ), - CONFIDENCE.T ( 2 * Prob, 1, SampleSize ) )
        )
    )
        * SQRT ( SampleSize )

Not sure how to calculate the CDF itself.

You could always resort to importing pre-computed tables, and interpolating as needed.

Hopefully Microsoft adds these functions some time!

Owen </expression></expression>

 

[Pierrecl3]

I thank you Owen! I gonna try your solution!