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Probability in a given distribution

Mathematica Asked on August 13, 2021

I have the following distribution:

a=0.215775;
b=1.76885;
c=2.28023;

edistT=StudentTDistribution[a,b,c]

I would like to calculate, numerically, the value, pr above which the probability drops to, let us say, 10%. I tried the following:

NSolve[NProbability[x >= pr, x [Distributed] edistT] == 0.1, pr]

But I only get a series of errors.

One Answer

This is what InverseCDF is for:

pr = InverseCDF[edistT, 1 - 0.1];

3.3779

Check:

NProbability[x >= pr, x [Distributed] edistT]
CDF[edistT, pr]

0.1

0.9

Correct answer by Sjoerd Smit on August 13, 2021

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