Lecture 9

t Distribution

• If the sample size is small(n˂30), the value of S2 fluctuate

considerably from sample to sample and the distribution of the
random variable (X̅ -μ)/(S/√n) is no longer a standard normal
distribution. We are now dealing with the distribution of statistic
that we shall call T, where
• T = (X̅-μ)/(S/√n)
• The distribution of T is similar to the distribution of Z in that they
both are symmetric about a mean of zero. Both distributions are
bell-shaped, but the t distribution is more variable, owing to the
fact that the T values depend on the on the fluctuations of two of
two quantities X̅ and S2, whereas the Z values depend only on the
changes of X̅ from sample to sample. The distribution of T differs
from that of Z in that the variance of T depends on the sample size
and always greater than 1.
 Example
• A manufacture of light bulbs claims that his bulbs will burn on the average
500 hours. To maintain this average, he tests 25 bulbs each month. If the
computed t values falls between –t0.05 and t0.05, he is satisfied with his
claim. What conclusion should he draw from a sample that has mean x̅
=518 hours and standard deviation s = 40 hours? Assuming the
distribution of burning times is approximately normal.
• Solution
• From table V we find t0.05 =1.711 for 24 degrees of freedom. Therefore,
the manufacture is satisfied with claim if a sample of 25 bulbs yield a t
value between -1.711 and 1.711. If μ = 500, then
• t = (518 -500)/(40/√25) = 2.25
• a value well above 1.711. The probability of obtaining a t value, with ν =24
equal or greater than 2.25 is approximately 0.02. If μ ˃ 500, the value of t
computed from the sample would be more reasonable. Hence the
manufacture is likely to conclude that his bulbs are a better product than
he thought.
 F Distribution

• One of the most important distribution in applied statistics is the F

Distribution. The statistic F is defined to be the ratio of two independent
chi-square random variables, each divided by their degrees of freedom.
Hence
• F = (U/ν1)/(V/ν2)
• where U and V are independent random variables having chi-square
distributions with ν1 and ν2 degrees of freedom, respectively.
• Let us define fα to be a particular value f of the random variable F above
which we find an area equal to α.
• Writing fα (ν1,ν2) for fα with ν1 and ν2 degrees of freedom we obtain
• f1-α(ν1,ν2) = 1/ fα (ν2,ν1)
• f0.95(6,10) = 1/ f0.05 (10,6)=1/4.06=0.246
• If S12 and S22 are the variances of independent random samples of size n1
and n2 taken from normal populations with variances σ12 and σ22 ,
respectively, then
• F = (S12/ σ12)/( S22/ σ22) =( σ22S12)/( σ12 S22)