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Statistical Inference INF312 - IS - Lecture 05 - Part 2

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13 views18 pages

Statistical Inference INF312 - IS - Lecture 05 - Part 2

Uploaded by

mohamed2004mowaffak
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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The T-Distribution

Degree of Freedom (df) or (v)


➢ Refers to the maximum number of logically
independent values, which are values that have
the freedom to vary, in the data sample.
X1 X2 X3 X4 X5 Mean
3 8 5 4 10 6
t-Distribution:
➢ The T distribution, also known as the Student’s
t-distribution, is a type of probability
distribution that is similar to the normal
distribution with its bell shape but has heavier
tails.
➢ T distributions have a greater chance for
extreme values than normal distributions, hence
the fatter tails.
t-Distribution:
t-Distribution:
➢ Recall that, if 𝑋1 , 𝑋2 , … , 𝑋𝑛 is a random sample
of size 𝑛 from a normal distribution with mean μ
and variance σ2, i.e. 𝑁(𝜇, 𝜎), then

➢ We can apply this result only when σ2 is known!


➢ If σ2 is unknown, we replace the population
variance σ2 with the sample variance S2
to have the following statistic
➢ If 𝑋1 , 𝑋2 , … , 𝑋𝑛 is a random sample of size 𝑛from a
normal distribution with mean μ and variance σ2,
i.e. 𝑁(𝜇, 𝜎), then the statistic

➢ has a t-distribution with 𝜈 = 𝑛 − 1 degrees of


freedom (df), and we write

➢ 𝑇~ 𝑡(𝜈) 𝑜𝑟 𝑇~ 𝑡(𝑛 − 1).


• t-distribution is a continuous distribution.
• The shape of t-distribution is similar to the shape
of the standard normal distribution.
• 𝑡𝛼 = The t-value above which we find an area
equal to 𝛼, that is 𝑃(𝑇 > 𝑡𝛼 ) = 𝛼
• Since the curve of the pdf of 𝑇~ 𝑡(𝜈) is
symmetric about 0, we have
𝑡1−𝛼 = −𝑡𝛼
• Values of 𝑡𝛼 are tabulated
Find the t-value with 𝜈 = 14 (df) that leaves an
area of:
(a) 0.95 to the left.
(b) 0.95 to the right.
𝜈 = 14 (𝑑𝑓); 𝑇~ 𝑡(14)
(a) The t-value that leaves an area of 0.95 to the
left is 𝑡0.05 = 1.761
(b) The t-value that leaves an area of 0.95 to the
right is
𝑡0.95 = − 𝑡1−0.95 = − 𝑡0.05 = − 1.761
For 𝜈 = 10 degrees of freedom (df), find 𝑡0.10 and
𝑡0.85 .

Solution:

𝑡0.10 = 1.372
𝑡0.85 = − 𝑡1−0.85 = − 𝑡0.15 = −1.093 (𝑡0.15 =
1.093)

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