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T Intro

The document discusses Student's t-distribution, which is the distribution of a ratio of a standard normal variable and the square root of an independent chi-square variable divided by its degrees of freedom. It has fatter tails than the normal distribution and its variance decreases as the degrees of freedom increase. Student's t-distribution is used in inferential statistics to test hypotheses about population means and the significance of regression coefficients and correlation coefficients.

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Hadia Azhar2558
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20 views

T Intro

The document discusses Student's t-distribution, which is the distribution of a ratio of a standard normal variable and the square root of an independent chi-square variable divided by its degrees of freedom. It has fatter tails than the normal distribution and its variance decreases as the degrees of freedom increase. Student's t-distribution is used in inferential statistics to test hypotheses about population means and the significance of regression coefficients and correlation coefficients.

Uploaded by

Hadia Azhar2558
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

1 Student’s t-distribution
Student’s t-random variable is a function of standard normal and chi-square random variablesr

1.1.1 Introduction
Student’s t-distribution is the distribution of t variable which is ratio of a standard normal
variable and square root of an independent chi-square divided by its degrees of freedomr

If ~ 0,1
Mathematically

& ~
Also and are independent
Then
= ~

1.1.2 Graphical Display of Student’s t-distribution


Graph of t-distribution shows that increasing the degrees of freedom decreases the thickness of
tails of t-distribution and approaches standard normal distributionr

1.1.3 Derivation of probability density function of Student’s t-distribution

+1
We have to show that probability density function of F-distribution is given as belowr
*+,,-./ 12.234/4. *,254
2 1 1
&''('
!" ; 0 < <')∞ ; &'∈(') ! → 2
= 1 Ȃ @
2 2 1+
7 ; otherwise
~~ if its pdf given by (2)r

1.1.4 Properties of t-distribution


Following are some properties of Student’s t-distributionr
1r Student’s t-distribution is symmetric with support on real liner
3r ABCD: F =0
2r It has fatter and longer tails than those of Normal distributionr

4r Variance: G =
H
5. Square of Student’s t-distribution with n degrees of freedom is F-distribution with one
and n degrees of freedom irer t K ≈ F",Kr
6. Student’s t-distribution with one degree of freedom is so called standard Cauchy
distributionr

irer t K ≈ N 0,1 provided D ≥ 30


7r Probabilities of Student’s t-distribution are approximated by standard normal distribution

1.1.5 Applications of Student’s t-distribution


Student’s t-distribution play important role in inferential statisticsr
ir It is used to test hypothesis about size of a single population meanr
iir It is used to test equality of means of two independent groupsr
iiir It is used to test equality of means of two paired groupsr
ivr It is used to test significance of individual regression coefficientsr
vr It is used to test significance of correlation coefficientr

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