Possible Excel bug? [Software]

posted by Shuanghe  – Spain, 2019-12-17 13:01  – Posting: # 20981
Views: 582

Hi,

I just found out something interesting when compare Excel and R function for t distribution when I was calculating p value.

I was writing a function for a friend to do some calculation but then decided to transfer it to Excel since my friend doesn't know much about R. When degree of freedom is integer, R and Excel give very similar result but when df is not integer, the difference is noticeable. I don't know if that's kind of bug or my installation of MS office has some problem. Could anyone check it out?

Example,
options(digits=16)
pt(4.5, 10)
gives result of 0.999428447456598, and Excel T.DIST(4.5, 10, TRUE) gives 0.999428447456598. identical. However, pt(4.5, 10.1) gives 0.9994425014527133 but Excel T.DIST(4.5, 10.1, TRUE) gives 0.999428447456598. The difference is at 5th decimal. Comparing to identical result at 15th decimal point when df is integer, this is a big difference!

Obviously, i trust R much more than Excel. however, I'd appreciate if anyone can verify it and maybe offer some explanation if that's not a bug?

Thanks.

Edit:

Forgot to mention that the Excel I'm using is 2013, on Windows 7 Pro machine.

All the best,
Shuanghe

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