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Given X₁,..., Xn, Xn+1 ~ N(u, o) are i.i.d. samples, define Xn and S to be the sample average and sample variance of the first n samples (X₁, ···, X), now define Xn+1-Xn Sn t₁ = c- try to derive a constant c such that to follows a t-distribution, you also need to indicate the degree of freedom of the t-distribution.

Given X₁,..., Xn, Xn+1 ~ N(u, o) are i.i.d. samples, define Xn and S to be the sample average and sample variance of the first n samples (X₁, ···, X), now define Xn+1-Xn Sn t₁ = c- try to derive a constant c such that to follows a t-distribution, you also need to indicate the degree of freedom of the t-distribution.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Given X₁,..., Xn, Xn+1 ~ N(µ₂0²) N(μ, ²) are i.i.d. samples, define X₁ and S²2 to be the sample average and sample variance of the first n samples (X₁,***, Xn), now define Xn+1 - Xn Sn t₁ = c- try to derive a constant c such that to follows a t-distribution, you also need to indicate the degree of freedom of the t-distribution.
Transcribed Image Text:Given X₁,..., Xn, Xn+1 ~ N(µ₂0²) N(μ, ²) are i.i.d. samples, define X₁ and S²2 to be the sample average and sample variance of the first n samples (X₁,***, Xn), now define Xn+1 - Xn Sn t₁ = c- try to derive a constant c such that to follows a t-distribution, you also need to indicate the degree of freedom of the t-distribution.
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