# Chi-Square Distribution and Student's t-Distribution

Last Updated: 10th October, 2023

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.

## 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.

## 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.

Student's t-Distribution

### 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
1. 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.
2. 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

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

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

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

Module 5: Probability DistributionsChi-Square Distribution and Student's t-Distribution

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