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t-distribution  |  Student's t-distribution   (anglický)

Definícia vek 18 úroveň 3

If we have a standard normal variable, and a variable with a chi-squared distribution with k degrees of freedom, then the ratio of the normal variable to the square root of the chi-squared variable is another random variable, which has a distribution proportional to the t-distribution with k degrees of freedom.
This is also the same as the square root of an F-distribution with 1, k degrees of freedom, if k>0.
i.e. given n observations xi from a normal distribution with mean μ, we define
t =
-
x
 
− μ

s /


n
,
where
s2 = n

i=1 
( xi
-
x
 
) 2

n−1
.
Then t has a t-distribution with n-1 degrees of freedom.

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