Precise calculation of the cumulative distribution function and its inverse function for Fisher's F and Student's t

Related Concept Videos

Student t Distribution01:31

Student t Distribution

The population standard deviation is rarely known in many day-to-day examples of statistics. When the sample sizes are large, it is easy to estimate the population standard deviation using a confidence interval, which provides results close enough to the original value. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval.
The Student t distribution was developed by William S. Goset (1876–1937) of the...
F Distribution01:19

F Distribution

The F distribution was named after Sir Ronald Fisher, an English statistician. The F statistic is a ratio (a fraction) with two sets of degrees of freedom; one for the numerator and one for the denominator. The F distribution is derived from the Student's t distribution. The values of the F distribution are squares of the corresponding values of the t distribution. One-Way ANOVA expands the t test for comparing more than two groups. The scope of that derivation is beyond the level of this...
Identifying Statistically Significant Differences: The F-Test01:14

Identifying Statistically Significant Differences: The F-Test

The F-test is used to compare two sample variances to each other or compare the sample variance to the population variance. It is used to decide whether an indeterminate error can explain the difference in their values. The underlying assumptions that allow the use of the F-test include the data set or sets are normally distributed, and the data sets are independent of each other. The test statistic F is calculated by dividing one variance by another. In other words, the square of one standard...
Comparing Experimental Results: Student's t-Test01:09

Comparing Experimental Results: Student's t-Test

The t-test is a statistical method used to compare the sample mean with a population mean or compare two means from two data sets. The test statistic is calculated from the standard deviation, mean, and number of measurements in the data set at a selected confidence interval and then compared to a table of critical values at this confidence level. If the test statistic is smaller than the critical value, the null hypothesis is accepted. In this case, we state that the difference between the...
Behrens–Fisher Test00:57

Behrens–Fisher Test

The Behrens-Fisher test is a statistical method designed to address the Behrens-Fisher problem, which arises when comparing the means of two normally distributed populations with unequal variances. Unlike the Student's t-test, which assumes equal variances, the Behrens-Fisher test allows for mean comparison without this restrictive assumption. This flexibility makes it particularly valuable in scenarios where two independent samples exhibit normality but lack variance homogeneity.
This test is...
Fisher's Exact Test01:08

Fisher's Exact Test

Fisher's exact test is a statistical significance test widely used to analyze 2x2 contingency tables, particularly in situations where sample sizes are small. Unlike the chi-squared test, which approximates P-values and assumes minimum expected frequencies of at least five in each cell, Fisher's exact test calculates the exact probability (P-value) of observing the data or more extreme results under the null hypothesis. This feature makes it especially valuable when the assumptions of the...