ESS210B
Prof. Jin-Yi Yu
Student’s t Distribution
qFor variable t
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qThe probability density function for the t-distribution is:
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qHere K(n) is a constant which depends on the number of degree of freedom (n = n-1). K(n) is chosen so that:
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qAs the sample size (n) increases, the t-distribution approaches the normal distribution.
qUnlike the normal distribution, the t-distribution depends on sample size. Its tails get longer with smaller n.