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Statistics                                                      Richa Nandra, Lovely Professional University



                      Notes                               Unit 27: T - Distributions




                                       CONTENTS

                                       Objectives
                                       Introduction
                                       27.1 The Student's T-Distribution
                                       27.2 T test

                                       27.3 Summary
                                       27.4 Keywords
                                       27.4 Self Assessment
                                       27.5 Review Questions

                                       27.6 Further Readings



                                    Objectives

                                    After studying this unit, you will be able to:

                                        Discuss T - Distribution
                                        Explain example of T - Distribution

                                    Introduction

                                    In last unit you have studied about chi-square. This unit will provide you information related to
                                    T - Distribution.
                                    27.1 The Student's T-Distribution


                                    Let X , X  ...... X be n independent random variables from a normal population with mean m and
                                        1  2    n
                                    standard deviation s (unknown).
                                                                                            æ      1          2 ö
                                    When s is not known, it is estimated by s, the sample standard deviation  s =  å ( X - X  ) ÷  .
                                                                                            ç
                                                                                                         i
                                                                                            è    n 1-          ø
                                                                                                -
                                                                                               X m
                                    In such a case we would like to know the exact distribution of the statistic    and the answer
                                                                                              s/  n
                                    to this is provided by t - distribution.

                                                                  X m
                                                                    -
                                    W.S. Gosset defined t statistic as  t =   which follows t - distribution with (n - 1) degrees of
                                                                  s/  n
                                    freedom.







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