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Date: 25-4-2021
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Date: 19-2-2021
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Date: 26-4-2021
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Let and
be the observed mean and variance of a sample of
drawn from a normal universe with unknown mean
and let
and
be the observed mean and variance of a sample of
drawn from a normal universe with unknown mean
. Assume the two universes have a common variance
, and define
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(1) |
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(2) |
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(3) |
Then
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(4) |
is distributed as Student's t-distribution with
.
REFERENCES:
Kenney, J. F. and Keeping, E. S. Mathematics of Statistics, Pt. 2, 2nd ed. Princeton, NJ: Van Nostrand, p. 186, 1951.
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