The t-distribution tag has no wiki summary.
1
vote
1answer
42 views
What is the distribution of the ratio of two t-distributed random variables?
x is t-distributed;
y is t-distributed.
How is x/y distributed?
Does it have a closed-form formula?
1
vote
2answers
91 views
Formula to calculate a t-distribution
I am writing an application that will be dealing with <30 observations in a normal distribution. My understanding is that this point I would need to use t-distribution. The thing is, this is easy ...
0
votes
0answers
26 views
0
votes
1answer
39 views
Code for fitting multivariate t distribution (ECME)
I am looking to fit some data with central multivariate t distributions.
I understand an ECME algorithm is the most promising way to do this. I wondered if anyone knew of any existing code for ...
1
vote
0answers
26 views
Entropy of noncentral multivariate t distribution
I am looking at calculating the entropy of a multivariate noncentral t-distribution.
I found in the central case (mean is zero) the entropy is the same as multivariate normal with a correction for ...
0
votes
1answer
51 views
How to plot t-distribution using javascript? [closed]
Is there a computational approximation for plotting the t-distribution in languages such as JavaScript?
I'd like the user to be able to specify the relevant parameters (e.g., df, one- vs. ...
3
votes
0answers
62 views
Testing for mutual exclusivity
So first, sorry if I use non-standard vocabulary, since I am not an expert. Please feel free to correct.
I would like to know if a set of genes in a patient cohort are mutated by a mutually exclusive ...
1
vote
0answers
42 views
Test with Student's t
What kind of null hypothesis can be tested using a Student's t?
It's very likely to be one of the questions of the statistics exam. In order to test a null hypothesis using the Student's t, does it ...
1
vote
1answer
348 views
Confidence intervals for mean, when variance is unknown
When calculating the confidence interval for the population mean and the variance is unknown, I take it that you have to use the t-distribution.
However, do you use the one-tailed or two-tailed test ...
4
votes
1answer
166 views
t-distribution confidence intervals for non-Gaussian data but large n
I have a question concerning a claim I read in statistics books concerning the applicability of the t-distribution to compute confidence intervals for large $n$ if the data is not normally distributed ...
6
votes
3answers
250 views
With a small sample from a normal distribution, do you simulate using a t distribution?
I want to simulate temperature data for some "what-if" calculations. The problem is, I only have a time series of 10 actual temperature data values. I want to use temperature as an input to the ...
1
vote
0answers
89 views
Finding t distribution values for uniform and exponential functions
I know that a basic one-sample $t$ statistic can be calculated by
$$t = \frac{x - \mu}{s / \sqrt{n}}$$
I also know that the following 4 functions $x\sim\mathcal{U}(0,1)$, $x\sim\mathcal{Exp}(2)$ ...
2
votes
1answer
95 views
How to estimate the probability that the mean of an unknown distribution is over a threshold given small sample size
I am trying to quantify my concerns regarding a proposed incinerator in our community. The company is basing its potential to emit dioxins (a class of chlorinated organic compounds with a reference ...
5
votes
2answers
203 views
When is the distribution of $(\overline{x}-\mu)/{\rm SE}(\overline{x})$ normal and when is it $t$?
When estimating the mean of a population, two distributions seem to be useful, the normal distribution and the t-distribution.
Is it correct to say that $t=(\overline{x}-\mu)/{\rm SE}(\overline{x})$ ...
0
votes
1answer
56 views
“t-Chart” value
I wonder what is wrong with my own answer for the problem which I have shared below, could you please help me some about that:
" Suppose that we have 12 observation units $ ( n=12 ) $ in a ...
1
vote
1answer
433 views
Is Hansen's skewed-$t$ distribution the same as the skewed-$t$ distribution which is a special case of GH Distribution?
I recently studied two asymmetric t distribution both with a name of skewed-$t$. I am confused with their differences or are they actually the same?
The first one is introduced by Hansen (1994) with ...
2
votes
0answers
101 views
Is there standard nomenclature for Confidence Distributions?
I am wondering if there are standard naming conventions in general for confidence distributions or for the particular cases of the non-centrality parameters of (non-central) $t$- and ...
1
vote
1answer
3k views
Calculating P-value for Spearman's rank correlation coefficient example on Wikipedia
The Wikipedia article Spearman's rank correlation coefficient contains an example for calculating ρ. At the end of the sections is the statement "...with a P-value = 0.6864058 (using the t ...
8
votes
3answers
296 views
t-test and t-distribution etymology
Okay, I'm aware of the fact that Gosset came up with t distribution, but what is the etymology of "t". How did "t" end up in t-test and t distribution?
3
votes
0answers
55 views
What is the distribution of this nearly-Hotelling statistic?
Let $X$ be an $n \times l$ matrix, and $F$ an $n \times p$ matrix, with the rows of $X$ and $F$ drawn i.i.d. from multivariate Gaussians. (The independence applies to rows: the $X$ and $F$ may be ...
2
votes
2answers
1k views
How exactly does Wilks' Lambda distribution generalize the Hotelling distribution?
According to Wikipedia, Wilks' Lambda distribution generalizes Hotelling's distribution. I am having some problems seeing how this works. I can see how Hotelling's distribution generalizes Student's ...
1
vote
2answers
1k views
Standardized Student's-t distribution
We know that density for a student-t distribution is given as
$$\frac{\Gamma(\frac{\nu + 1}{2})}{\Gamma(\frac{\nu}{2})} \left(\frac{\lambda}{\pi\nu}\right)^{\frac{1}{2}} ...
6
votes
1answer
168 views
What is the median of a non-central t distribution?
What is the median of the non-central t distribution with non-centrality parameter $\delta \ne 0$? This may be a hopeless question because the CDF appears to be expressed as an infinite sum, and I ...
