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Sampling Distributions of Estimators of Parameters
“Student” – William Sealy Gossett
Student’s t distribution
Continuous probability distribution that arises when
estimating the mean of a normally distributed
population in situations where the sample size is
small and population standard deviation is unknown
Ratio of the departure of an
estimated parameter from its
notional value and its standard
error. It is used in hypothesis
testing, for example in the
Student's t-test
App. 2-4
Student’s t
distribution –
worked example
The F distribution
Sir Ronald Aylmer Fisher, FRS
Arises from testing for independent
estimates of the same variance.