1.

1 Student’s t-distribution
Student’s t-random variable is a function of standard normal and chi-square random variablesr

1.1.1 Introduction
Student’s t-distribution is the distribution of t variable which is ratio of a standard normal
variable and square root of an independent chi-square divided by its degrees of freedomr

If ~ 0,1
Mathematically

& ~
Also and are independent
Then
= ~

1.1.2 Graphical Display of Student’s t-distribution

Graph of t-distribution shows that increasing the degrees of freedom decreases the thickness of
tails of t-distribution and approaches standard normal distributionr

1.1.3 Derivation of probability density function of Student’s t-distribution

+1
We have to show that probability density function of F-distribution is given as belowr
*+,,-./ 12.234/4. *,254
2 1 1
&''('
!" ; 0 < <')∞ ; &'∈(') ! → 2
= 1 Ȃ @
2 2 1+
7 ; otherwise
~~ if its pdf given by (2)r

1.1.4 Properties of t-distribution

Following are some properties of Student’s t-distributionr
1r Student’s t-distribution is symmetric with support on real liner
 3r ABCD: F =0
2r It has fatter and longer tails than those of Normal distributionr

4r Variance: G =
H
5. Square of Student’s t-distribution with n degrees of freedom is F-distribution with one
and n degrees of freedom irer t K ≈ F",Kr
6. Student’s t-distribution with one degree of freedom is so called standard Cauchy
distributionr

irer t K ≈ N 0,1 provided D ≥ 30

7r Probabilities of Student’s t-distribution are approximated by standard normal distribution

1.1.5 Applications of Student’s t-distribution

Student’s t-distribution play important role in inferential statisticsr
ir It is used to test hypothesis about size of a single population meanr
iir It is used to test equality of means of two independent groupsr
iiir It is used to test equality of means of two paired groupsr
ivr It is used to test significance of individual regression coefficientsr
vr It is used to test significance of correlation coefficientr