What is a t-distribution? Compare the t-distribution and the standard normal distribution. When do you use the t-distribution? The height of US women is normally distributed. A sample of 25 women shows an average hight of 160cm with a standard deviation of 5cm. Use t distribution to find the probability that the average height of randomly selected 25 women is greater than 172cm.
When you have a normal distribution as a population but you do not know its mean or standard deviation, in this situation the t-distribution is used to determine the mean.
So basically a t-distribution is derived by taking samples from a normal distribution whose parameters are not known to you.
The t-distribution resembles the normal distribution, but it is a bit lower and wider at the extreme ends. When you increase the sample size, then the resulting t-distribution approaches the standard normal distribution.
Data given is:
Sample size n = 25
Sample mean m = 160
Sample standard deviation S = 5
So standard error, S' = S/(n^0.5) = 5/(25^0.5) = 1
Now, at X = 172, we calculate the test statistic as follows:
t = (X-m)/S' = (172-160)/1 = 12
Degrees of freedom df = n-1 = 24
So the corresponding p-value for this t-value is:
P(X > 172) = P(t > 4.8 with df = 24) = less than 0.00001
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