Questions tagged [t-distribution]

t is the distribution of the t-statistic that results from a t-test. Use this tag only for questions about the distribution; use [t-test] for questions about the test.

$t$ is the name of a continuous probability distribution that describes the sampling distribution of an asymptotically normally-distributed inferential statistic when the variance must be estimated from the data and the sample size is sufficiently small that the variance estimate contains a large amount of uncertainty. As the sample size increases, such estimates of the variance become less uncertain and the $t$-distribution converges to the normal. A common rule of thumb is that when the sample size $\ge30$, $t$ is approximately normal.

The pdf of the $t$ distribution is: $$ t=\frac{\Gamma\left(\frac{\nu+1}{2}\right)}{\sqrt{\nu\pi}(\frac{\nu}{2})} \left(1+\frac{x^2}{\nu}\right)^{-\frac{\nu+1}{2}} $$ The $t$-distribution has only one parameter, $\nu$, which is the degrees of freedom.

Use this tag for questions about the $t$-distribution; use for questions about the test.

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Does Student's T require normally-distributed data?

Student's T distribution can be derived from the fact that: $$ \frac{\frac{\bar X - \mu}{\sigma/\sqrt{n}}}{\sqrt{S^2/\sigma^2}} $$ Is an approximately normally distributed variable in the numerator (central limit theorem) with (the square root of) a…
Him
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Can the t-distribution be defined as the distribution on the true mean of a sampled normal?

Wikipedia says now, here in the introduction: http://en.wikipedia.org/wiki/Student%27s_t-distribution "... then the t-distribution (for n-1) can be defined as the distribution of the location of the true mean, relative to the sample mean and divided…
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Why does t-statistic for arbitrary parameter follow t distribution?

I understand that given a standard normal variable $Z$ and a $\chi^2$ random variable $V$ with $\upsilon$ degrees of freedom that \begin{align*} T := \frac{Z}{\sqrt{V/\upsilon}} \end{align*} follows a $t$-distribution with $\upsilon$ degrees of…
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What is the scaled t distribution?

Where can I find reading material on the "scaled t distribution"? Wiki does not help What is it? How is it different than the t-distribution?
user163189
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Mathematically, how are the critical t values calculated?

I am willing to write a program for calculating the critical t values,preferably in R. I am aware of the functions used for the same. But, I am interested in getting aware of the mathematical procedure involved in its calculation. Using that…
Aishvarya
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Why Student's t-distribution has fatter tails than normal distribution?

Student's t-distribution that arise: when estimating the mean of a normally-distributed population when the sample size is small and the population's standard deviation is unknown I need to clarify the Hypothesis H and Question Q: H: In general…
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t-test conf interval issue

I'm performing a simple test in excel using sample size $n=50$ and taking 1000 observations of an exponential distribution with $\lambda = 2$ and thus true mean is 0.5. I am using to generate each sample the following equation:…
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What are the necessary and sufficient criteria for a distribution to be a Student's t-distribution?

Wikipedia states In probability and statistics, Student's t-distribution (or simply the t-distribution) is any member of a family of continuous probability distributions that arises when estimating the mean of a normally distributed population in…
Sam
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How do I read a t-table correctly?

Motivating Example: It is of interest to the medical profession to identify whether a given change in a measured quantity is real or due to noise, for purposes of a diagnosis. Precision from ISCD (Glossary on that website is helpful too) In 1 the…
Oliver
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$t$-distribution and finding probability of sample mean

There is a question from a statistics book: If four observations are taken from a normal distribution what is the probability that the difference between the observed mean $\bar x$ and the true mean $\mu$ will be less than five times the observed…
d.singh
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Making a t-distribution with sample size less than 30

Our teacher said that we can use the graph of a standard normal distribution whenever the sample size is greater than or equal to 30 because of CLT. How can we make a graph of a $t$-distribution if the sample size is less than 30? What I mean is…
soupless
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How to calculate how many standard deviations a number is from the mean

I have 25 integers and I would like to find how many standard deviations each of them is from the mean. Apparently, normal distribution is not applicable here and therefore I have to move on with t-distribution. My problem is that I am not sure how…
user2295350
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