Student t and the normal-mean pivot
If Z∼N(0,1) and U∼χ²ν are independent, Z/√(U/ν) has tν law.
Key knowledge
If Z∼N(0,1) and U∼χ²ν are independent, Z/√(U/ν) has tν law. For iid N(μ,σ²) data, T=√n(X̄−μ)/S follows t_(n−1), where S²=Σ(Xᵢ−X̄)²/(n−1); t quantiles give exact normal-mean confidence intervals and tests.
Conditions and scope
- n≥2 and σ²>0; the exact result assumes independent normal observations.
- Paired t procedures apply this model to independent pair differences; exactness does not hold for arbitrary small samples.
Sources · 1
References
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Evidence and review
Theorem 7.3 independent mean/sample variance and Definition 7.5 / one-sample t-test.
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- University core expansion