The t-distribution tag has no wiki summary.
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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?
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2answers
80 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 ...
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1answer
325 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 ...
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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 ...
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0answers
25 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 ...
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1answer
44 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. ...
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1answer
405 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 ...
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0answers
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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 ...
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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 ...
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1answer
158 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 ...
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3answers
240 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 ...
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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 $x\sim\mathcal{U}(0,1)$, $x\sim\mathcal{Exp}(2)$ ...
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1answer
90 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 ...
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2answers
198 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 $t=(\overline{x}-\mu)/{\rm SE}(\overline{x})$ ...
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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 ...
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0answers
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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 ...
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1answer
2k 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 ...
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3answers
293 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?
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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 ...
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2answers
998 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 ...
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2answers
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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
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1answer
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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 ...
