Accession Number:

AD0725563

Title:

The Density of the t-Statistic for Non-normal Distributions

Descriptive Note:

Technical rept.,

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TX DEPT OF STATISTICAL SCIENCE

Personal Author(s):

Report Date:

1971-04-01

Pagination or Media Count:

38.0

Abstract:

The joint density function of the sample mean and sample variance is recursively derived for samples from a population with density function f where fx 0 almost everywhere, everywhere continuous and has certain integral properties. For populations where f does not have these integral properties, this joint density is an approximation. This joint density function is used to derive the density function of the t-statistic for samples from f. The family of generalized normal density functions is used for an example. The approximation for the t-density is given for that family. For some specific members of the family, the true probabilities for the approximations are tabled.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE