A Single Population Mean using the Student t Distribution Quiz

PDF page 464: In practice, we rarely know the population standard deviation. In the past, when the sample size was large, this did not present a problem to statisticians. They used the sample standard deviation s as an estimate for σ and proceeded as before to calculate a confidence interval with close enough results. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval. William S. Goset (1876–1937) of the Guinness brewery in Dublin, Ireland ran into this problem. His experiments with hops and barley produced very few samples. Just replacing σ with s did not produce accurate results when he tried to calculate a confidence interval. He realized that he could not use a normal distribution for the calculation; he found that the actual distribution depends on the sample size. This problem led him to "discover" what is called the Student's t-distribution. The name comes from the fact that Gosset wrote under the pen name "Student." Up until the mid-1970s, some statisticians used the normal distribution approximation for large sample sizes and used the Student's t-distribution only for sample sizes of at most 30. With graphing calculators and computers, the practice now is to use the Student's t-distribution whenever s is used as an estimate for σ. If you draw a simple random sample of size n from a population that has an approximately normal distribution with mean ̄ x – μ

PDF page 464: In practice, we rarely know the population standard deviation. In the past, when the sample size was large, this did not present a problem to statisticians. They used the sample standard deviation s as an estimate for σ and proceeded as before to calculate a confidence interval with close enough results. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval. William S. Goset (1876–1937) of the Guinness brewery in Dublin, Ireland ran into this problem. His experiments with hops and barley produced very few samples. Just replacing σ with s did not produce accurate results when he tried to calculate a confidence interval. He realized that he could not use a normal distribution for the calculation; he found that the actual distribution depends on the sample size. This problem led him to "discover" what is called the Student's t-distribution. The name comes from the fact that Gosset wrote under the pen name "Student." Up until the mid-1970s, some statisticians used the normal distribution approximation for large sample sizes and used the Student's t-distribution only for sample sizes of at most 30. With graphing calculators and computers, the practice now is to use the Student's t-distribution whenever s is used as an estimate for σ. If you draw a simple random sample of size n from a population that has an approximately normal distribution with mean ̄ x – μ

PDF page 464: In practice, we rarely know the population standard deviation. In the past, when the sample size was large, this did not present a problem to statisticians. They used the sample standard deviation s as an estimate for σ and proceeded as before to calculate a confidence interval with close enough results. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval. William S. Goset (1876–1937) of the Guinness brewery in Dublin, Ireland ran into this problem. His experiments with hops and barley produced very few samples. Just replacing σ with s did not produce accurate results when he tried to calculate a confidence interval. He realized that he could not use a normal distribution for the calculation; he found that the actual distribution depends on the sample size. This problem led him to "discover" what is called the Student's t-distribution. The name comes from the fact that Gosset wrote under the pen name "Student." Up until the mid-1970s, some statisticians used the normal distribution approximation for large sample sizes and used the Student's t-distribution only for sample sizes of at most 30. With graphing calculators and computers, the practice now is to use the Student's t-distribution whenever s is used as an estimate for σ. If you draw a simple random sample of size n from a population that has an approximately normal distribution with mean ̄ x – μ

PDF page 464: In practice, we rarely know the population standard deviation. In the past, when the sample size was large, this did not present a problem to statisticians. They used the sample standard deviation s as an estimate for σ and proceeded as before to calculate a confidence interval with close enough results. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval. William S. Goset (1876–1937) of the Guinness brewery in Dublin, Ireland ran into this problem. His experiments with hops and barley produced very few samples. Just replacing σ with s did not produce accurate results when he tried to calculate a confidence interval. He realized that he could not use a normal distribution for the calculation; he found that the actual distribution depends on the sample size. This problem led him to "discover" what is called the Student's t-distribution. The name comes from the fact that Gosset wrote under the pen name "Student." Up until the mid-1970s, some statisticians used the normal distribution approximation for large sample sizes and used the Student's t-distribution only for sample sizes of at most 30. With graphing calculators and computers, the practice now is to use the Student's t-distribution whenever s is used as an estimate for σ. If you draw a simple random sample of size n from a population that has an approximately normal distribution with mean ̄ x – μ

PDF page 464: t-distribution with n – 1 degrees of freedom. The t-score has the same interpretation as the z-score. It measures how far ̄ x is from its mean μ. For each sample size n, there is a different Student's t-distribution. The degrees of freedom, n – 1, come from the calculation of the sample standard deviation s. In Appendix H, we used ̄ n deviations (x – x values) to calculate s. Because the sum of the deviations is zero, we can find the last deviation once we know the other n – 1 deviations. The other n – 1 deviations can change or vary freely. We call the number n – 1 the degrees of freedom (df). Properties of the Student's t-Distribution

PDF page 464: • The mean for the Student's t-distribution is zero and the distribution is symmetric about zero.

PDF page 464: • The Student's t-distribution has more probability in its tails than the standard normal distribution because the spread of

PDF page 464: the t-distribution is greater than the spread of the standard normal. So the graph of the Student's t-distribution will be thicker in the tails and shorter in the center than the graph of the standard normal distribution.

PDF page 464: • The exact shape of the Student's t-distribution depends on the degrees of freedom. As the degrees of freedom increases,

PDF page 464: the graph of Student's t-distribution becomes more like the graph of the standard normal distribution.

PDF page 464: • The underlying population of individual observations is assumed to be normally distributed with unknown population

PDF page 464: mean μ and unknown population standard deviation σ. The size of the underlying population is generally not relevant unless it is very small. If it is bell shaped (normal) then the assumption is met and doesn't need discussion. Random sampling is assumed, but that is a completely separate assumption from normality. Calculators and computers can easily calculate any Student's t-probabilities. The TI-83,83+, and 84+ have a tcdf function

PDF page 465: • For example, if we have a sample of size n = 20 items, then we calculate the degrees of freedom as df = n - 1 = 20 - 1

PDF page 465: = 19 and we write the distribution as T ~ t19. If the population standard deviation is not known, the error bound for a population mean is: ⎛ ⎞⎛ s ⎞ ,

PDF page 465: to find the probability for given values of t. The grammar for the tcdf command is tcdf(lower bound, upper bound, degrees of freedom). However for confidence intervals, we need to use inverse probability to find the value of t when we know the probability. For the TI-84+ you can use the invT command on the DISTRibution menu. The invT command works similarly to the invnorm. The invT command requires two inputs: invT(area to the left, degrees of freedom) The output is the t-score that corresponds to the area we specified.

PDF page 465: to find the probability for given values of t. The grammar for the tcdf command is tcdf(lower bound, upper bound, degrees of freedom). However for confidence intervals, we need to use inverse probability to find the value of t when we know the probability. For the TI-84+ you can use the invT command on the DISTRibution menu. The invT command works similarly to the invnorm. The invT command requires two inputs: invT(area to the left, degrees of freedom) The output is the t-score that corresponds to the area we specified.