July 2012
Intermediate to advanced
400 pages
9h 33m
English
In the discussion that follows, we shall assume that we are sampling from a normal population. We determined above that a
confidence interval for the population mean μ is
when σ is known. But if σ is unknown, it must be estimated by

Additionally, if n is “small”
, then the statistic
follows a t distribution with
degrees of freedom. So once s replaces σ and n is small, the resulting statistic [Eq. (8.10)] is no longer N(0, 1).
Let us examine the properties of the sampling distribution of the t statistic [Eq. (8.10)]:
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