function to get critical values of multivariat normal and t distributions

hi im in an advanced statistics course and i need to build confidence intervals for 3 constraints simultaneously at alph equal 0.05. i have made a multinormal distribution with 3 estimators but i need the critical value is there a function who does that and how to use it

Answer 1

[Star Strider]

There are routines to calculate the multivariate normal probability, mvncdf, and t probability mvtcdf, but there are no inverse functions for them that I’m aware of.

You might be able to code the inverse yourself using the Optimization Toolbox fsolve function, assuming a unique inverse exists. I’ve never needed to do that, so I have no further suggestions.