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Percentile and T-Distribution

The document discusses the t-distribution and how it is similar to the normal distribution but used for small sample sizes. It provides the definition of key terms related to the t-distribution and shows a t-table that can be used to find t-values based on degrees of freedom and alpha values.

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Maricar Lambini
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25 views5 pages

Percentile and T-Distribution

The document discusses the t-distribution and how it is similar to the normal distribution but used for small sample sizes. It provides the definition of key terms related to the t-distribution and shows a t-table that can be used to find t-values based on degrees of freedom and alpha values.

Uploaded by

Maricar Lambini
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Percentile and the T-

Distribution
The t-distribution (also called Student’s t-distribution) is a family of
distributions that look almost identical to the normal distribution curve, only a bit
shorter and stouter. The t-distribution is used instead of the normal distribution
when you have small samples. The larger the sample size, the more the t distribution
looks like the normal distribution. In fact, for sample sizes larger than 20 (e.g. more
degrees of freedom), the distribution is almost exactly like the normal distribution.
The t-distribution is similar to a normal distribution. It has a precise
mathematical definition. Instead of diving into complex math, let’s look at the useful
properties of the t-distribution and why it is important in analysis of any set of
statistical quantitative data.

• Like the normal distribution, the t-distribution has a smooth shape.


• Like the normal distribution, the t-distribution is symmetric. If you think about
folding it in half at the mean, each side will be the same.
• Like a standard normal distribution (or z-distribution), the t-distribution has a
mean of zero.

• The normal distribution assumes that the population standard deviation is known.
The t-distribution does not make this assumption.
• The t-distribution is defined by the degrees of freedom. These are related to the
sample size.
• The t-distribution is most useful for small sample sizes, when the population
standard deviation is not known, or both.

• As the sample size increases, the t-distribution becomes more similar to a normal
distribution.

Using the t-table, shown on the next page we can be able to identify the t value of a
certain data.
Let us be familiar first with the following words:

1. Degree of freedom - This refers to the maximum number of logically


independent values which vary in the data sample.

2. Percentile – This is a measure of position with data divided into 100 parts.

Below is the t-table which you can use to find the t-value

right tailed area ( α )


df/v 0.40 0.25 0.10 0.05 0.025 0.01 0.005 0.0025 0.0010 0.0005
1 0.325 1.000 3.078 6.314 12.706 31.821 63.657 127.321 318.309 636.619
2 0.289 0.816 1.886 2.920 4.303 6.965 9.925 14.089 22.327 31.599
3 0.277 0.765 1.638 2.353 3.182 4.541 5.841 7.453 10.215 12.924
4 0.271 0.741 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
5 0.267 0.727 1.476 2.015 2.571 3.365 4.032 4.773 5.893 6.869
6 0.265 0.718 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959
7 0.263 0.711 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408
8 0.262 0.706 1.397 1.860 2.306 2.896 3.355 3.833 4.501 5.041
9 0.261 0.703 1.383 1.833 2.262 2.821 3.250 3.690 4.297 4.781
10 0.260 0.700 1.372 1.812 2.228 2.764 3.169 3.581 4.144 4.587
11 0.260 0.697 1.363 1.796 2.201 2.718 3.106 3.497 4.025 4.437
12 0.259 0.695 1.356 1.782 2.179 2.681 3.055 3.428 3.930 4.318
13 0.259 0.694 1.350 1.771 2.160 2.650 3.012 3.372 3.852 4.221
14 0.258 0.692 1.345 1.761 2.145 2.624 2.977 3.326 3.787 4.140
15 0.258 0.691 1.341 1.753 2.131 2.602 2.947 3.286 3.733 4.073
16 0.258 0.690 1.337 1.746 2.120 2.583 2.921 3.252 3.686 4.015
17 0.257 0.689 1.333 1.740 2.110 2.567 2.898 3.222 3.646 3.965
18 0.257 0.688 1.330 1.734 2.101 2.552 2.878 3.197 3.610 3.922
19 0.257 0.688 1.328 1.729 2.093 2.539 2.861 3.174 3.579 3.883
20 0.257 0.687 1.325 1.725 2.086 2.528 2.845 3.153 3.552 3.850
21 0.257 0.686 1.323 1.721 2.080 2.518 2.831 3.135 3.527 3.819
22 0.256 0.686 1.321 1.717 2.074 2.508 2.819 3.119 3.505 3.792
23 0.256 0.685 1.319 1.714 2.069 2.500 2.807 3.104 3.485 3.768
24 0.256 0.685 1.318 1.711 2.064 2.492 2.797 3.091 3.467 3.745
25 0.256 0.684 1.316 1.708 2.060 2.485 2.787 3.078 3.450 3.725
26 0.256 0.684 1.315 1.706 2.056 2.479 2.779 3.067 3.435 3.707
27 0.256 0.684 1.314 1.703 2.052 2.473 2.771 3.057 3.421 3.690
28 0.256 0.683 1.313 1.701 2.048 2.467 2.763 3.047 3.408 3.674
29 0.256 0.683 1.311 1.699 2.045 2.462 2.756 3.038 3.396 3.659
30 0.256 0.683 1.310 1.697 2.042 2.457 2.750 3.030 3.385 3.646
40 0.255 0.681 1.303 1.684 2.021 2.423 2.704 2.971 3.307 3.551
60 0.254 0.679 1.296 1.671 2.000 2.390 2.660 2.915 3.232 3.460
120 0.254 0.677 1.289 1.658 1.980 2.358 2.617 2.860 3.160 3.373
Illustrative example:

1. Identify the t-value whose number of samples n = 7 and has an area (𝛼)
equal to 0.05.
2. Find the t-value whose degree of freedom is 20 and has 𝛼 = 0.01.
3. Identify the t-value of the following percentiles given the number of samples.
a. 95th percentile , N= 30
b. 90th percentile, N=20

Solution:
1. To identify the t-value, identify first the degree of freedom using the formula
df= n-1 where n is the sample size.
df = n-1
df = 7-1
df = 6

Locate the t-value on the t-table using the degree of freedom and the area (𝛼)

right tailed area ( α )


df/v 0.40 0.25 0.10 0.05 0.025 0.01 0.005 0.0025 0.0010 0.0005
1 0.325 1.000 3.078 6.314 12.706 31.821 63.657 127.321 318.309 636.619
2 0.289 0.816 1.886 2.920 4.303 6.965 9.925 14.089 22.327 31.599
3 0.277 0.765 1.638 2.353 3.182 4.541 5.841 7.453 10.215 12.924
4 0.271 0.741 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
5 0.267 0.727 1.476 2.015 2.571 3.365 4.032 4.773 5.893 6.869
6 0.265 0.718 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959
7 0.263 0.711 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408

Therefore, the t-value with sample size of 7 and has 𝛼 = 0.05 is 1.943.

2. Since the degree of freedom and 𝛼 are already given locate the t-value
on the t-table.

Therefore the t-value is 2.528.


3. a. The 95th percentile is the number where 95% of the values lie below it
and 5% lie above it, so you want the right-tail area to be 0.05. Move across
the row, find the column for 0.05, and then locate the t-value using n=30 or
df = 29.

So therefore, the t-value of P95 with n= 30 is 1.699.

b. The 90th percentile is the number where 90% of the values lie below it
and 10% lie above it, so you want the right-tail area to be 0.01. Move across
the row, find the column for 0.05, and then locate the t-value using n=20 or
df = 19.
Therefore, the t-value of 90th percentile with n= 20 is 1.328

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