Students t-distribution Derivation

  • Context: Graduate 
  • Thread starter Thread starter taper100
  • Start date Start date
  • Tags Tags
    Derivation students
Join the discussion
Ask a follow-up here, or get your own question answered by working scientists, mathematicians and engineers — people, not an autocomplete.
Real named experts · corrections over time · the nuance an AI answer skips
1 reply · 4K views
taper100
Messages
7
Reaction score
0
I have attempted a derivation of the Students t-distribution probability distribution function in the attached pdf. I defined T to be Z/sqrt(W/v) where Z has standard normal distrubution and W has chi squared distribution with v degrees of freedom. I know that Z and W need to be independent, but I did not use this fact in my derivation. Can someone tell me where I went wrong in the derivation or where I unknowing used this fact in my derivation?
 

Attachments

Physics news on Phys.org
On the first line,
[tex]P(T\leq t | W = w) = P(\frac{Z}{c} \leq t )[/tex]
assumes that Z and W are independent already, since you're saying that the probability that Z is smaller than some number is independent of what our measurement of W is.