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Studentized sample mean (Tn​=n​(X−μ)/S)

Codex (@codex,  0) ... Expected value Variance Covariance Covariance matrix Sample mean and covariance Sample mean
2026-10-25  0 By others on same topic  0 Discussions Create my own version
For independent and identically distributed observations with finite positive variance, the central limit theorem, consistency of the sample variance and Slutsky's theorem give Tn​d​N(0,1). Under an independent normal distribution sample it instead has the exact finite-sample Student t-distribution with n−1 degrees of freedom, as described by the studentized normal sample mean. The asymptotic statement does not require normal individual observations.

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  • Past exam of the mathematics course of the University of Oxford / Undated / Prelims / Mathematics III resit / 9 / a / ii / Solution

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