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chi square and student t distribution

Module - 5 Probability Distributions

Lesson - 4 Chi-Square Distribution and Student's t-Distribution

**Overview**

Probability distributions are a critical tool in statistics and data analysis. The Chi-Square Distribution and Student's t-Distribution are two widely used probability distributions that are used to model real-world phenomena. In this article, we will explore these two distributions, their properties, and their applications in detail.

**Introduction to Chi-Square Distribution:**

The Chi-Square Distribution is a continuous probability distribution that is used to model the sum of the squares of independent standard normal random variables. It is a special case of the Gamma Distribution with shape parameter k/2 and scale parameter 2. The Chi-Square Distribution is denoted by χ²(df), where df denotes the degrees of freedom.

**Properties of Chi-Square Distribution:**

The Chi-Square Distribution has several important properties, such as:

- It is a right-skewed distribution.
- Its mean is equal to the degrees of freedom, and its variance is equal to twice the degrees of freedom.
- It is defined only for non-negative values.

**Applications of Chi-Square Distribution:**

The Chi-Square Distribution has many applications in statistics, such as:

- Goodness of fit tests
- Test of independence in contingency tables
- Test of homogeneity in contingency tables
- Test of variance in a population

**Degrees of Freedom in Chi-Square Distribution:**

The degrees of freedom in the Chi-Square Distribution are related to the number of standard normal random variables being squared and summed. In general, the degrees of freedom increase as the sample size increases.

**Hypothesis Testing using Chi-Square Distribution:**

The Chi-Square Distribution is commonly used in hypothesis testing. For example, the Chi-Square Test of Independence can be used to test whether two categorical variables are independent of each other.

**Introduction to Student's t-Distribution:**

The Student's t-Distribution is a continuous probability distribution that is used to model the distribution of the t-statistic. It is commonly used in hypothesis testing when the sample size is small and the population variance is unknown. The Student's t-Distribution is denoted by t(df), where df denotes the degrees of freedom.

**Properties of Student's t-Distribution:**

The Student's t-Distribution has several important properties, such as:

- It is a bell-shaped distribution that is symmetric around 0.
- Its mean is equal to 0, and its variance is equal to df/(df-2) for df > 2.
- It has heavier tails than the normal distribution.

**Applications of Student's t-Distribution:**

The Student's t-Distribution has many applications in statistics, such as:

- Confidence interval estimation for the mean of a population when the population variance is unknown
- Hypothesis testing for the mean of a population when the population variance is unknown

**Degrees of Freedom in Student's t-Distribution:**The degrees of freedom in the Student's t-Distribution are related to the sample size. In general, as the sample size increases, the degrees of freedom increase, and the t-Distribution approaches the normal distribution.**Hypothesis Testing using Student's t-Distribution:**The Student's t-Distribution is commonly used in hypothesis testing. For example, the t-Test for the mean of a population can be used to test whether the mean of a sample is equal to a hypothesized value.

**Conclusion**

In conclusion, Chi-Square Distribution and Student's t-Distribution are important probability distributions commonly used in statistics. The Chi-Square Distribution is used for testing goodness of fit, independence in contingency tables, homogeneity in contingency tables, and variance in a population. The Student's t-Distribution is used for testing the mean of a population when the population variance is unknown and for confidence interval estimation for the mean of a population when the population variance is unknown.

**Key Takeaways:**

- The Chi-Square Distribution is a continuous probability distribution that is used to model the sum of the squares of independent standard normal random variables.
- The Student's t-Distribution is a continuous probability distribution that is used to model the distribution of the t-statistic.
- The Chi-Square Distribution and Student's t-Distribution have many applications in statistics, such as hypothesis testing and confidence interval estimation.
- The degrees of freedom in both distributions are important parameters that determine the shape and properties of the distributions.
- The Chi-Square Distribution is used for testing goodness of fit, independence in contingency tables, homogeneity in contingency tables, and variance in a population.
- The Student's t-Distribution is used for testing the mean of a population when the population variance is unknown and for confidence interval estimation for the mean of a population when the population variance is unknown.
- As the sample size increases, degrees of freedom increase in both distributions and the distributions approach the normal distribution.
- Hypothesis testing using these distributions involves comparing test statistics to critical values based on the degrees of freedom and significance level.

**Quiz**

**1. What is the Chi-Square Distribution used for?**

A) Testing the mean of a population

B) Testing independence in contingency tables

C) Estimating population parameters

D) Modeling continuous random variables

**Answer**: B

**2. What is the Student's t-Distribution used for?**

A) Testing the variance of a population

B) Testing the mean of a population when the population variance is known

C) Testing the mean of a population when the population variance is unknown

D) Modeling discrete random variables

**Answer**: C

**3. What is the mean of the Chi-Square Distribution?**

A) It depends on the degrees of freedom

B) It is always equal to 0

C) It is always equal to 1

D) It is always equal to the degrees of freedom

**Answer**: D

**4. How are the degrees of freedom related to the Student's t-Distribution?**

A) As sample size increases, degrees of freedom decrease

B) As sample size increases, degrees of freedom increase

C) Degrees of freedom are not related to the Student's t-Distribution

D) Degrees of freedom increase as the population variance becomes more known

**Answer**: B

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