Statistical Distributions

Question 1

What is the Normal distribution?

Answer 1

• bell shaped

- defined by two parameters (mean (μ), variance (σ^2)

Question 2

What is the t-distribution?

Answer 2

• defined only by df (number of observations - 1)
• similar to a Norm dist with mean 0, variance 1
• small n, heavier tails than Norm dist, tends to Norm dist as n increases

Question 3

How do we choose between the Normal distribution and the t-distribution?

Answer 3

• sample size

- Norm dist relies on knowledge of σ^2 (which we often have to estimate, in this situation, use t-)

Question 4

What is the z-distribution?

Answer 4

standard normal distribution, norm dist with mean = 0, variance = 1

Question 5

What is the Chi-squared (χ^2) Goodness of Fit test?

Answer 5

• goodness-of-fit of data can be examined using χ^2 statstic
• used to compared an observed frequency distribution to a theroetical distribution
• uses H0, H1