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Unformatted text preview: As the degreeoffreedom gets larger, the tdistribution gets closer and closer to the standard normal distribution. For practical purposes, the tdistribution is treated as the standard normal distribution when degreeoffreedom is greater than 30. Suppose we have two independent random variable s, one is Z, distributed as the standard normal distribution, while the other has a Chisquare distribution with (n1) d.f.; then the random variable : (n1)Z / 2 has a tdistribution with (n1) d.f. For large sample size (say, n over 30), the new random variable has an expected value equal to zero, and its variance is (n1)/(n3) which is close to one. Notice that the t statistic is related to Fstatistic as follow: F = t 2 , where F has (d.f. 1 = 1, and d.f. 2 = d.f. of the ttable) You might like to use Student tDensity to obtain its Pvalues....
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 Spring '08
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