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Unit 27: T - Distributions



            Features of t- distribution                                                           Notes


                      2
            1.   Like   c  - distribution, t - distribution also has one parameter n = n - 1, where n denotes
                 sample size. Hence,  this distribution is known if n is known.
                                                                        n
            2.   Mean of the random variable t is zero and standard deviation is   , for n > 2.
                                                                      n -  2
            3.   The probability curve of t - distribution is symmetrical about the ordinate at t = 0. Like a
                 normal variable, the t variable can take any value from -  to .
            4.   The distribution approaches normal distribution  as the  number of degrees of freedom
                 become large.
            5.   The random variate t is defined as the ratio of a standard normal variate to the square root
                   c 2
                 of   - variate divided by its degrees of freedom.

                                           X m    ( X m-  ) n
                                             -
                 To show this we can write   t =  =
                                           s/  n      s
            Dividing numerator and denominator by s, we get


                     ( X m-  ) n  ( X m-  )     ( X m-  )
                         s       s /  n         s /  n
                  t =          =         =
                         s         2   2                  2
                                  s /s           å ( X -  X )
                         s                   1  ×    i
                                            n 1      s 2
                                             -

                    ( X m-  )


                    s /  n   Standard Normal Variate
                   =       =
                       2             2
                      c n 1         c  - variate
                        -
                      n 1
                       -
                                              Figure  27.1



























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