STATISTICALINFERENCE-CityUniversityofNew.docVIP

The Student’s t Distribution What do we do if (a) we don’t know σ and (b) n is small? If the population of interest is normally distributed, we can use the Student’s t-distribution in place of the standard normal distribution. William S. Gossett who developed the t-distribution, wrote under the name “Student” since, as an employee of the Guiness Brewery in Dublin, he was required by the firm to use a pseudonym in publishing his results. We will use Z for EITHER (1) known ? OR (2) large n Use t for (1) Small sample AND (2) Taken from N.D. population* AND