Sampling Distributions of Estimators of Parameters

“Student” – William Sealy Gossett

Student’s t distributionContinuous probability distribution that arises when estimating the mean of a normally distributed population in situations where the sample size is small and population standard deviation is unknown

Ratio of the departure of an estimated parameter from its notional value and its standard error. It is used in hypothesis testing, for example in the Student's t-test

App. 2-4

Student’s t distribution – worked example

The F distribution

Sir Ronald Aylmer Fisher, FRS

Arises from testing for independent estimates of the same variance.