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PSSP 3

The document discusses properties of the t-distribution. The t-distribution arises when testing hypotheses about the mean of a normal distribution with unknown variance. It has a central tendency of 0 mean but undefined median and mode for degrees of freedom equal to 1. It has thicker tails than the normal distribution and is symmetric for all cases despite having undefined skewness for degrees of freedom less than or equal to 3.

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tony spark
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18K views6 pages

PSSP 3

The document discusses properties of the t-distribution. The t-distribution arises when testing hypotheses about the mean of a normal distribution with unknown variance. It has a central tendency of 0 mean but undefined median and mode for degrees of freedom equal to 1. It has thicker tails than the normal distribution and is symmetric for all cases despite having undefined skewness for degrees of freedom less than or equal to 3.

Uploaded by

tony spark
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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t-Distribution t) SNDRVS

V
Let Z~N(0,1) and Y-X(v) such that Z and Yare independent.

Then a RV defined as To=1 said to be t-distributed RV.

PDF:
1
flr) = aU rG) (1+)nT ER
t+Distribution
0.40
0.35 -v
0.30 =2
v=5
0.25
-V+O0
0.20
0.15
0.10
0.05
000 2 2
Nomal distribution vs. t-distribution
t-Distribution e
Freu

Thicker Tail...
t-Distribution: Properties
>1
Central Tendencies: Ex)
-Xa) Mean 0lt is undelined fory cqual to 1.)
(b) Median (U 2
() Mode 0
(d) Range - 0 to oo)
) Standard
(2) UF2
Deviation
(0 Skewness (o)lt is undetined for vless than or equal to
3 However, the / distribution is symmetric
in all cases.
U+
e ) Kurtosis i s undefined for r less than or cqual to 4.
1))
t-Distribution: Properties
Central Tendencies: EX)
ya) Mean 0It is undefined for y equal to 1.)
(b) Median 0 (U 2
()Mode 0
(d) Range (-oo to oo)
( ) Standard
Deviation V o2) Up2
() Skewness (0)It is undefinced for v less than or equal to
3)However, the t distribution is
symmetric 23
in all
cases. 0#t
S8) Kurtosis
i
-4)
s undefined for v less than or equal to 4.
Sampling Distribution: Central Limit Theorem
Let X i= 1,2,3, ..,n be a sequence of independent and identical
distributed (i.i.d.)
RVs each having mean(M)
and ). Then,
variance (
for large n, thedistribution of sample mean is normal.

=-
n i=1
or Sample mean
distribution
Y= X Nry, na) Normal Distribution

=1

9/2L/202 PSSP D Gaurav Dhutnagar

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