STAT 3743 Daily Outline
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Example: SRS(40) have μ = 21 and σ = 7. Find probability for Xbar.
Student's t distribution and the F distribution
Student's t
where it comes from, notation
Remarks

looks like
norm
but with heavy tails 
as
df
gets large approachesnorm(0,1)
Why it's called "Student's t" and William Sealy Gosset
F distribution
where it comes from, notation
Sir Ronald Aylmer Fisher and Snedecor
Graphs of the PDF
If F ~ f(n1,n2)
then 1/F ~ f(n2,n1)
Other types of sampling distributions
Two norm
samples, difference in means
Simulation based
Estimation
Maximum likelihood
Example: go fishing, count the number of sharks
Likelihood function, L
Maximize L, for us, with derivative
Xbar pops out of nowhere!
Date: 20101105 14:45:14 EDT
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