The t-Distribution

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78T- 9::1

Probability and Statistics for Biological Sciences

The t-Distribution

Calculation of t-probabilities Using the t-table t-distribution Calculations with MS Excel

The so-called Student's t-distribution could well be the second most commonly used probability distribution in statistics. It was first described in a paper written by William Gosset in 1908. Gosset, an employee of the Guinness brewin company in !ublin, Ireland, became in"ol"ed in the statistical analysis of data collected from studies of the brewin process. Gossett published reports of his wor# under the pseudonym $%tudent$ to et around a Guinness company policy prohibitin employees from publishin reports on their wor# -- hence the name $%tudent t-distribution.$ &ust as the standard normal random "ariable is con"entionally denoted by the character '(', the student t-distributed random "ariable is con"entionally denoted by the symbol 't'. The t-distribution often arises in situations in"ol"in small sample si(es, and perhaps limited information in other respects. )or e*ample, when data from a lar e sample is a"ailable for problems in"ol"in the population mean +or small samples, but the population standard de"iation is #nown,, the standard normal distribution applies. -owe"er, when the sample si(e is small and the population standard de"iation is not #nown, it is necessary to use the t-distribution rather than the standard normal distribution. In a way, you can thin# of the standard normal distribution as a special case of the t-distribution appropriate when sample si(es are lar e. .ne way to write the probability density function for the t-distribution is/

-ere, the symbols + , denote a mathematical function called the $Gamma )unction$ which is a enerali(ation of the factorial function which you'"e seen earlier in this course. The two Gamma )unctions 0ust produce constants in this formula. These alon with the s1uare root term are present to ensure that 2r+- 3 t 3 4 , 5 1, as is re1uired of all such probability distributions.

6ou need to notice two thin s about this probability density function.

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first, it depends only on t' #hich means that it is symmetric about t = 0. Thus, li"e the standard normal probability distribution, the t!distribution is symmetric about 0. The shape of the density curve depends on a parameter denoted here (the *ree" letter +n+, pronounced +noo+). This ,uantity, , called the degrees of freedom, is a positive nonzero integer value.

The solid curves in the figure to the right are graphs of f(t) for = 1 (the smallest possible value) and = 3, respectively in order of increasing height at t = 0. The dotted curve is a graph of f(z), for the standard normal random variable. rom this you see that the t! distribution has a very bell!li"e shape, but for smaller values of , the bell is lo#er and broader. $s the value of is increased, the t!distribution loo"s more and more li"e the standard normal distribution. %t can be sho#n mathematically that the t!distribution is identical to the standard normal distribution in the limit that . &o#ever, at values of as small as 10 or 1', the graphs of f(t) are nearly indistinguishable from graphs of the standard normal probability density function, and by the time is as large as '( or 30, results using the t!distribution agree #ith results from the standard normal distribution to #ithin a percentage point or t#o, and so statisticians tend to use the standard normal probability tables in place of t!tables #henever the value of is larger than '( or 30. To summarize, the t!distributed random variable and its distribution have the follo#ing general properties) the mean value is zero (li"e the standard normal random variable) the distribution is bell!shaped, and symmetric about the value zero on the horizontal a-is the t random variable can have any value bet#een ! and . , but most of the probability density is found in the near vicinity of t = 0 (though not in ,uite as narro# a region as for the standard normal distribution) there is a family of distinct t!distributions, distinguished by the value of a single parameter , #hich can have any positive non!zero integer value. The larger the value of , the more that particular t!distribution #ill be li"e the standard normal distribution. generally, for smaller values of , the t!distribution #ill have a lo#er central pea" and higher tails than does the standard normal distribution. /hereas the variance of the !distribution is

a value #hich is bigger than 1 in principle (indicating that the t! distribution is more spread out than the standard normal distribution), but this fraction has values very close to 1 once the value of

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becomes appreciably bigger than 1 itself. The t-distribution can be used to calculate probabilities in much the same way that you would calculate probabilities for any other continuous distribution. Pr(a < t < b) would be just the area under the t-probability density function between t = a and t = b. n principle! computation of such an area would in"ol"e e"aluation of an integral. #"aluating integrals is at best rather tedious! and often! is impossible to do e$actly by hand! so it is tempting to try to e$ploit the properties of the t-distribution (which seem to be so much li%e the those of the standard normal distribution) to de"elop tables of "alues that can be used to calculate probabilities. &nfortunately! this approach would re'uire a separate one-page table for each "alue of . (owe"er! statisticians also reali)ed that most of their applications in"ol"ing the t-distribution didn*t re'uire the computation of probabilities so much as the determination of a few commonly used percentiles of the t-distribution. +s a result! it has become con"entional to organi)e t-tables 'uite differently from the way the standard normal probability table is organi)ed. +s you see in the table included at the end of this document! just one row of the table is reser"ed for each "alue of . +lthough most published t-tables co"er the range = 1 to = ,-! we*"e gi"en a bit more co"erage in our table so you can see how little difference there is between "alues of the t-percentiles for "alues of larger than ./ or ,-! and "alues of corresponding )-percentiles. The numbers in the body of the t-table are "alues of t for the "alue of gi"en at the top of the column and the "alue of gi"en at the left of the row. 0ften! to emphasi)e the fact that a t-percentile is distinguished by both the "alue of (the area of the right-hand tail it cuts off -- see the diagram to the right as a reminder of the meaning of this subscript a notation) and the "alue of ! people use a combined notation1 t , ! where appropriate numbers would be substituted for each symbol. Example: &se the attached t-table to determine t-.-2!/. Answer: To find this "alue! read the number in the row labeled = / and the column headed = -.-2. 3e get t-.-2!/. = 1.4,, 3hat this number means is that if we had an e$periment which produced "alues of t according to the t-distribution with = /! then Pr(obser"e a "alue of t which is greater than 1.4,,) = -.-2

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Thus, finding percentiles of the t-distribution from the table is just a matter of reading the correct row and column for values of and covered by the table. The table given here covers all of the values of that you will ever need it for. It only covers ten different values of , but these are by far the most commonly used ones in constructing confidence interval estimates (or setting up rejection regions in hypothesis testing), so you should find the table quite adequate for most of the wor you do that requires use of the t-distribution. If you must have values of t , , for values of not covered in the table, you could hunt for more e!tensive tables, or you might consider interpolating between values available in the table given here (not really recommended), or, nowadays, you can use readily available computer programs to produce the values you need (see instructions regarding the use of "!cel just below).

Calculation of t-probabilities Using the t-table It is very uncommon to need to calculate probabilities for the t-distributed random variable e!cept for regions which are either a single tail, or made up of two identical tails, that is

#e will illustrate how to at least estimate the areas of regions of this type from the standard t-tables. In the ne!t section, we e!plain briefly how to get more accurate values using functions available in "!cel. $alculating this sort of probability is required in the computation of so-called p-values for hypotheses tests. Example: "stimate %r(t & '.()) for * '+ using the standard t-table. Answer: The figure shows the situation. ,oo ing at the row labeled * '+ in the standard t-table, we see that t-.-),'+ * '.+.indicating that

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Pr(t > 1.740) = 0.05 for this value of . Similarly, we see that t0.025,17 = 2.110 in i!atin" that Pr(t > 2.110) = 0.025. #e sele!te these two entries $e!ause they !orres%on to values 1.740 an 2.110 whi!h $ra!&et the num$er 1.'5 a%%earin" in the ori"inal (uestion. )hus, at the very least, we !an say that for = 17, Pr(t > 1.'5) is $etween 0.025 an 0.05. )his is not very %re!ise, $ut as an estimate of a %*value for a hy%othesis test, it is %ro$a$ly a e(uate. +ou mi"ht thin& of oin" some linear inter%olation to "et a $etter value,

()he e-a!t value to this %re!ision is 0.040., so the linear inter%olation has ten e to overestimate the %ro$a$ility, as you woul e-%e!t from the sha%e of the "ra%h of the ensity fun!tion.) /f you must wor& from stan ar ta$les, an you must have $etter a!!ura!y than sim%ly $ra!&etin" the %ro$a$ility $etween two su!!essive ta$ulate values, then some sort of inter%olation s!heme su!h as the a$ove is ne!essary. /f hi"h a!!ura!y is ne!essary an you have a!!ess to a !om%uter a%%li!ation (su!h as 0S 1-!el or software a%%li!ations esi"ne to fa!ilitate statisti!al !al!ulations), then use that tool to !al!ulate the re(uire %ro$a$ilities ire!tly.

Example, 1stimate Pr(|t| > 2.5') when = 7. Answer: 2rom the earlier fi"ure illustratin" this situation, we see imme iately that we !an use the symmetry of the t* istri$ution a$out t = 0 to write Pr(|t| > 2.5') = Pr (t 3 *2.5') 4 Pr(t > 2.5') = 2 - Pr(t > 2.5') )hen, from the = 7 row of the stan ar t*ta$le, we fin that the two entries $ra!&etin" t = 2.5' "ive, Pr(t > 2.565) = 0.025 an Pr(t > 2...') = 0.01 )hus, Pr(t > 2.5') is a value $etween 0.025 an 0.01. )his means that 2 - Pr(t > 2.5') is a

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value between 2 x 0.025 = 0.05 and 2 x 0.01 = 0.02. Thus, we conclude that Pr(|t| > 2.58) is a nu ber between 0.05 and 0.02. (!inear inter"olation #ives 0.0$%8 and the exact value is 0.0$&5.)

t-distribution Calculations with MS Excel 'xcel "rovides two (unctions related to the t)distribution. T*+,T(c, , 1) #ives Pr(t > c) (or de#rees o( (reedo . T*+,T(c, , 2) #ives Pr(|t| > c) (or de#rees o( (reedo . T+-.(x, ) #ives the value o( c that satis(ies the e/uation0 Pr(|t| > c) = x. That is, it #ives tx12, . This is the (unction we used to "re"are the table on the next "a#e.

Right-Hand Tail Critical Values for the Student t-distribution <-------------------- alpha --------------------> v=n1 0 !0 0 1" 0 10 0 0" 0 0!" 0 01 0 00" 0 00!" 0 001 0 000"

1 1.376 1.963 3.078 6.314 12.706 31.821 63.656 127.321 318.289 636.578 ! 1.061 1.386 1.886 2.920 # 0.978 1.250 1.638 2.353 $ 0.941 1.190 1.533 2.132 " 0.920 1.156 1.476 2.015 % 0.906 1.134 1.440 1.943 & 0.896 1.119 1.415 1.895 ' 0.889 1.108 1.397 1.860 ( 0.883 1.100 1.383 1.833 10 0.879 1.093 1.372 1.812 11 0.876 1.088 1.363 1.796 1! 0.873 1.083 1.356 1.782 1# 0.870 1.079 1.350 1.771 1$ 0.868 1.076 1.345 1.761 4.303 6.965 9.925 14.089 22.328 31.600 3.182 4.541 5.841 2.776 3.747 4.604 2.571 3.365 4.032 2.447 3.143 3.707 2.365 2.998 3.499 2.306 2.896 3.355 2.262 2.821 3.250 2.228 2.764 3.169 2.201 2.718 3.106 2.179 2.681 3.055 2.160 2.650 3.012 2.145 2.624 2.977 7.453 10.214 12.924 5.598 7.173 8.610 4.773 4.317 4.029 3.833 3.690 3.581 3.497 3.428 3.372 3.326 5.894 5.208 4.785 4.501 4.297 4.144 4.025 3.930 3.852 3.787 6.869 5.959 5.408 5.041 4.781 4.587 4.437 4.318 4.221 4.140

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1" 0.866 1.074 1.341 1.753 1% 0.865 1.071 1.337 1.746 1& 0.863 1.069 1.333 1.740 1' 0.862 1.067 1.330 1.734 1( 0.861 1.066 1.328 1.729 !0 0.860 1.064 1.325 1.725 !1 0.859 1.063 1.323 1.721 !! 0.858 1.061 1.321 1.717 !# 0.858 1.060 1.319 1.714 !$ 0.857 1.059 1.318 1.711 !" 0.856 1.058 1.316 1.708 !% 0.856 1.058 1.315 1.706 !& 0.855 1.057 1.314 1.703 !' 0.855 1.056 1.313 1.701 !( 0.854 1.055 1.311 1.699 #0 0.854 1.055 1.310 1.697 #1 0.853 1.054 1.309 1.696 #! 0.853 1.054 1.309 1.694 ## 0.853 1.053 1.308 1.692 #$ 0.852 1.052 1.307 1.691 #" 0.852 1.052 1.306 1.690 #% 0.852 1.052 1.306 1.688 #& 0.851 1.051 1.305 1.687 #' 0.851 1.051 1.304 1.686 #( 0.851 1.050 1.304 1.685 $0 0.851 1.050 1.303 1.684 "0 0.849 1.047 1.299 1.676 %0 0.848 1.045 1.296 1.671 '0 0.846 1.043 1.292 1.664 100 0.845 1.042 1.290 1.660 1"0 0.844 1.040 1.287 1.655 )nfinit* 0.842 1.036 1.282 1.645

2.131 2.602 2.947 2.120 2.583 2.921 2.110 2.567 2.898 2.101 2.552 2.878 2.093 2.539 2.861 2.086 2.528 2.845 2.080 2.518 2.831 2.074 2.508 2.819 2.069 2.500 2.807 2.064 2.492 2.797 2.060 2.485 2.787 2.056 2.479 2.779 2.052 2.473 2.771 2.048 2.467 2.763 2.045 2.462 2.756 2.042 2.457 2.750 2.040 2.453 2.744 2.037 2.449 2.738 2.035 2.445 2.733 2.032 2.441 2.728 2.030 2.438 2.724 2.028 2.434 2.719 2.026 2.431 2.715 2.024 2.429 2.712 2.023 2.426 2.708 2.021 2.423 2.704 2.009 2.403 2.678 2.000 2.390 2.660 1.990 2.374 2.639 1.984 2.364 2.626 1.976 2.351 2.609 1.960 2.326 2.576

3.286 3.252 3.222 3.197 3.174 3.153 3.135 3.119 3.104 3.091 3.078 3.067 3.057 3.047 3.038 3.030 3.022 3.015 3.008 3.002 2.996 2.990 2.985 2.980 2.976 2.971 2.937 2.915 2.887 2.871 2.849 2.807

3.733 3.686 3.646 3.610 3.579 3.552 3.527 3.505 3.485 3.467 3.450 3.435 3.421 3.408 3.396 3.385 3.375 3.365 3.356 3.348 3.340 3.333 3.326 3.319 3.313 3.307 3.261 3.232 3.195 3.174 3.145 3.090

4.073 4.015 3.965 3.922 3.883 3.850 3.819 3.792 3.768 3.745 3.725 3.707 3.689 3.674 3.660 3.646 3.633 3.622 3.611 3.601 3.591 3.582 3.574 3.566 3.558 3.551 3.496 3.460 3.416 3.390 3.357 3.290

This material is also available in Microsoft

!"# format here.

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Cop*right +1((( ,-avid . Sabo/ 0ll rights reserved Revised1 0pril 12 !00#

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