T-Distribution

t-distribution
• Another type of sampling distribution is the t-distribution

• This is used to estimate the population parameters (mean and

variance, for example) when the sample size, n, is small or when the
population standard deviation σ is not known.

• Central Limit Theorem states that the sampling distribution will

follow a normal distribution when the sample size is sufficiently
large. All we need to do is compute the z-value equivalent to 𝑋.
t-distribution
T distribution

• Unlike σ which is a population parameter, s is a statistic of a

sample. Hence, this statistic will vary from sample to sample.
• The distribution now of this t-variable is no longer a standard
normal distribution.
T distribution

• The t-distribution also has a bell-shaped curve and is centered at 0,

but because it uses the sample statistic s instead of the population
parameter σ, it will have a greater variability than the z-distribution.
• This t-distribution has (n-1) degrees of freedom
• 𝒅𝒇 = 𝒏 − 𝟏
• Simply put, the degrees of freedom or df is the number of values in
the calculation of a statistic which are free to vary.
Degrees of Freedom
• A way to look at degrees of freedom is that they are the number of values
that are free to vary in a data set.

• What does “free to vary” even mean?

• Suppose, we pick a set of 3 numbers that have an average of 10.

• Some sets of numbers we might pick are the following:
• 9, 10, 11
• 8, 10, 12
• 5, 10, 15
Degrees of Freedom
• Some sets of numbers we might pick are the following:
• 9, 10, 11
• 8, 10, 12
• 5, 10, 15

• Once you have chosen the first two numbers in a given set, the third
is already fixed.
• The only numbers that are free to vary are the first two numbers.
Degrees of Freedom
• Some sets of numbers we might pick are the following:
• 9, 10, 11
• 8, 10, 12
• 5, 10, 15

• You can pick 9 and 10 for the first set, or 5 and 15 for the second set,
but once you’ve made these choices, you MUST choose a particular
and specific number that will give you a mean or average of 10.
• So the degree of freedom for a set of three numbers is TWO, or df = n
– 1 = 3 – 1 = 2.
Degrees of Freedom
• DEFINITION:

• The DEGREE OF FREEDOM of an estimate is the number of

independent pieces of information that went into calculating the
estimate.

• NOTATION:
• 𝒗=𝒏−𝟏
• Where n is the number of observed data.
t-distribution vs. z-distribution
• Comparison between the t-distribution and the standard normal
distribution (z-distribution)
t-distribution vs. z distribution
• REMARKS:

• Both are symmetric about zero

• Both are bell-shaped but the t-distribution is more dispersed

• When the sample size , n, is large, i.e. n≥30, and consequently, the df
is also large, the t-distribution tends toward the standard normal
distribution.
t-distribution
• If 𝑿 𝒂𝒏𝒅 𝒔𝟐 are the sample mean and the sample variance,
respectively, of a random sample of size n taken from a population
which is normally distributed with population mean μ and
variance 𝝈𝟐 , then
𝑿−𝝁
•𝑻 = 𝒔
𝒏
• is a random variable having the t-distribution with v = n – 1
degrees of freedom.
• Notation: 𝑻~𝒕𝒗=𝒏−𝟏
t-distribution
• AREA UNDER THE CURVE

• Just like any continuous probability distribution, the probability

that a random sample produces a t-value falling between any two
specified values is equal to the area under the curve of the t-
distribution between any two ordinates corresponding to the
specified values.
T distribution
T distribution
• Note that the t-distribution is symmetric about 0.

Since the t-distribution is symmetric about 0,

P(X < -ta) = P(X > ta)

T-distribution
• Since the t-distribution is symmetric about zero, t1- = - t

t1  t
Examples
1. Find the following values in the t-table:

• a. 𝑡0.025 when v = 14

• Answer: 2.145

• b. 𝑡0.99 when v = 10

• Answer: -2.764
Examples
• 2. Find the following probabilities using the t-table if 𝑋~𝑡10 .

• a. 𝑃(𝑋 > 2.764)

• Answer: 0.01

• b. 𝑃(𝑋 < −2.764)

• Answer: 0.01

• c. 𝑃(𝑋 < 1.372)

• Answer: 0.90
Examples
• 3. Find k such that 𝑃 𝑘 < 𝑇 < 2.807 = 0.945 when 𝑇~𝑡23 .

• Answer: -1.714
Examples
• 4. Find the values of the t-distribution that bound the middle 0.90
of the area under the curve for the distribution with df = 17.
Examples
• 5. Name and find the following critical values of:
Examples
• 6. Name and find the following critical values of:
Examples
• 7. Suppose that a school wants to try new teaching materials for its
Grade 9 Algebra class. The school knows that the test scores of the
students who will use the new materials are normally distributed.
It assumes that the population mean is 85 but 𝝈𝟐 is unknown. A
random sample of 9 students was given the new materials. The
sample mean 𝑿 was 78.29 and the sample standard deviation s
was 6. What is the probability of selecting sample with a mean less
than or equal to the observed sample mean of 78.29?
Examples
Examples
• 8. A manufacturing firm claims that the batteries used in their
electronic games will last an average of 30 hours. To maintain this
average, 16 batteries are tested each month. If the computed t-
value falls between -t0.025 and t0.025 , the firm is satisfied with its
claim. What conclusion should the firm draw from a sample that
has mean of 27.5 hours and standard deviation s = 5 hours?
Assume the distribution of battery lives to be approximately
normal.
Examples