T and F Distribution

abhishreshthaa

Abhijeet S
What is T - Distribution

  • T distribution was discovered by William S. Gosset in 1908.

  • T distribution is also called Student T distribution as he wrote it under pen name Student b’coz he was not allowed to publish under his own name.

  • It is the distribution followed by the ratio of a variable that follows the normal distribution to the square root of one that follows the chi square distribution with n degrees of freedom.
  • The t distribution characterizes the uncertainty in a mean when both the mean and variance are obtianed from data.


When is it Used ?

  • The sample size n is 30 or less

  • The Population Standard Deviation is unknown


What is F -Distribution ?

  • The F-Distribution is named in the honour of the great statistician R.A.Fisher.

  • The F distribution is defined in terms of two independent chi-squared variables.

  • Let u and v be independently distributed chi-squared variables with u1 and v1 degrees of freedom, respectively.


  • Then the statistic: F=(u/u1)/(v/v1) has an F distribution with (u1,v1) degrees of freedom.


When it is Used ?

  • When the sample size is more than 30

  • When population variance differ significantly, or whether the 2 samples may be regarded as drawn from the normal populations having the same variance
 
What is T - Distribution

  • T distribution was discovered by William S. Gosset in 1908.

  • T distribution is also called Student T distribution as he wrote it under pen name Student b’coz he was not allowed to publish under his own name.

  • It is the distribution followed by the ratio of a variable that follows the normal distribution to the square root of one that follows the chi square distribution with n degrees of freedom.
  • The t distribution characterizes the uncertainty in a mean when both the mean and variance are obtianed from data.


When is it Used ?

  • The sample size n is 30 or less

  • The Population Standard Deviation is unknown


What is F -Distribution ?

  • The F-Distribution is named in the honour of the great statistician R.A.Fisher.

  • The F distribution is defined in terms of two independent chi-squared variables.

  • Let u and v be independently distributed chi-squared variables with u1 and v1 degrees of freedom, respectively.


  • Then the statistic: F=(u/u1)/(v/v1) has an F distribution with (u1,v1) degrees of freedom.


When it is Used ?

  • When the sample size is more than 30

  • When population variance differ significantly, or whether the 2 samples may be regarded as drawn from the normal populations having the same variance

Hey Abhi,

please check attachment for Interrelationship - T and F Distributions.
 

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