Appendix 2: Significance of a t Statistic

An exact formula is used for 30 or fewer degrees of freedom, the Cornish-Fisher

approximation otherwise.

Notation
The following notation is used in this appendix:

X Absolute value of the t variable

k Integer degrees of freedom
Q Two-sided significance level

Computation (Abramowitz and Stegun, 1965)

(1) For k ≤ 30 ,

Q = 1− A k 16
where, for k odd

%K 2 %K  2 2 ⋅ 4K 1 k − 36 "#(K)
K &
π 'K
θ + sin θ cosθ + cos θ + L +
!
3
3 ⋅ 5K 1 k − 26
cos k −2
θ
#$*K k ≠1
A1 k 6 = &
3

KK 2θ k =1
'π
For k even,

16 K%& 1 1⋅ 3 1 6
1⋅ 3K k − 3
cos k −2 θ
K()
A k = sin θ 1 +
K' 2
cos2 θ +
2⋅4
cos4 θ + L +
1 6
2 ⋅ 4K k − 2 K*

1
2 Appendix 2

and

X
θ = arctan
k
~
16
sin θ =
~
θ
1+ θ 2
16
cos θ =
1
~
1+ θ 2

where

~ X
θ=
k

(2) If k > 30 and X < 5 × 10 −5 ,

Q=1

If k > 30 and X ≥ 5 × 10 −5 ,

 XR exp4− X 9 
Q = 2 Q 1 X 6 +
2
2
 N
2π 

1 6
where Q N X is the normal one-tailed significance probability, and
 Appendix 2 3

R=
4 X 2 + 19 + −3 + X 2 4−5 + X 2 4−7 + 3X 2 99
4k 96k 2

0−155 + X 2  −3 + X 2  6 + X 2 414 + X 2 4−11 + X 2 99 

+
384 k 3
    4 4 99   
+
  
945 + X 2 −915 + X 2 −213 + X 2 −939 + X 2 −2141 + X 2 2225 + X 2 −375 + 15 X 2

92160 k 4
  
  




  4
17955 + X 2 5355 + X 2 180 + X 2 1140 + X 2 2490 + X 2 5994 + X 2 −7516 + X 2 1764 + X 2 −133 + 3 X 2 4 99     
+
368640 k 5

References
Abramowitz, N., and Stegun, I., eds. 1965. Handbook of mathematical functions.
National Bureau of Standards, Applied Mathematics Series 55. Washington,
D.C.: U.S. Government Printing Office.