Statistical Theory and Methods
Published Online: 15 SEP 2006
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Sun, L. 2006. Matric T-Distribution. Encyclopedia of Environmetrics. 3.
- Published Online: 15 SEP 2006
The t distribution was first introduced by W.S. Gosset in 1908. Many environmental processes are modeled by t instead of Gaussian distributions in order to incorporate uncertainties fully. Successful applications of this kind include air pollution, health impact and epidemiology. A random variable that possesses a t distribution can be represented as a ratio of an independent normal and the square root of a χ2 random variable divided by its degrees of freedom. The degrees of freedom of the χ2 distribution represent the uncertainty one has about the location of the distribution. In sampling theory, a t distribution can be derived from a sample mean and sample variance.