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Next: t, X2, and F distributions
Previous: Central Limit Theorem
We will study in more detail the case of samples drawn from a Normal population. The Central Limit Theorem indicates that many real world random variables tend to be normally distributed and thus it stands to reason that we will often draw samples from Normal populations.
Specifically, suppose X~N(m
,s2) and m
& s are unknown. Suppose we draw a sample
of size n from this and denote the sample
mean and sample S.D. by 
and S respectively.
We will study these two statistics in more detail with the objective
of drawing conclusions about the original population and its parameters
m and s.