
1 .A.3 THE STUDENT t DISTRIBUTION 17
probability of the reading lying within this
curve (obviously). The area under the curve
between z =
—oo
and some other value of z
is given by
=
—
f
y/2jT
J-o
Table l.A.l. A selection of values from
the normal distribution function <f>(z)
Symmetrical Central
z 3Hz) Area Under Curve
dt
(1.A.3)
and is the probability that a reading will lie
within that range and is obtained numeri-
cally and given in Table l.A.l in normalized
form. For instance, if
z
= 0.5,
<I>(z)
= 0.6915,
where
<I>(z)
is the area under the curve from
z = -oo to z = 0.5 in this case. So the
chance of a reading lying beyond this point
is 0.3085, or about 30%.
We shall be interested in the chance that
a flowmeter reading will fall between cer-
tain limits each side of z = 0, the mean
value.
A
chance of 95% is often used and is
called a 95% confidence level. This means
that 19 times out of 20 the reading will fall
between the limits. This requires that the
central area of the curve [Figure l.A.l(c)]
has a value of 0.95, or 0.475 each side of
the mean. To obtain z from this value, we need to add 0.475 + 0.5 = 0.975, and this
gives a value (Table l.A.l) of z = 1.96. If we put this in terms of x, we obtain
0
0.5
1.28
1.282
1.29
1.64
1.645
1.65
1.96
2.57
2.576
2.58
3.29
3.30
0.5000
0.6915
0.8997
0.9000
0.9015
0.9495
0.9500
0.9505
0.9750
0.99492
0.99500
0.99506
0.99950
0.99952
0.80
0.90
0.95
0.99
0.999
After
D.
V.
Lindley and
W.
F. Scott, New Cam-
bridge Statistical
Tables,
2nd ed., Cambridge:
Cambridge Univ. Press. Table 4, pp. 34, 35.
x-ti = 1.96a
(1.A.4)
or the band around the mean value of the reading within which
95%
of the readings
statistically should fall, is approximately ±2a, or two standard deviations from the
mean.
If we are interested, not in the spread of individual readings, but in the spread
of the mean of small sets of readings, a statistical theorem called the Central Limit
Theorem provides the answer. If a sample of n readings has a mean value of M, then
the distribution of means like M
is
given by N(^, a
2
/n). This is intuitively reasonable
because one would expect that the scatter of means of groups of n readings would
have a smaller variance, o
1
In, than the readings themselves, as well as a smaller
standard deviation,
cr/y/n.
In this discussion, we have skated over the need to know
the value of the standard deviation of the whole normal population. If we do not
know o, then we can approximate it with the value of the standard deviation s of
the small set of
n.
So if n > 30, it is usually sufficiently precise to take a
—
s. If n < 30,
the standard deviation should be taken as a = s^Jnj^Jn
—
1.
1.A.3 THE STUDENT t DISTRIBUTION
We now need to look at one more subtlety of these estimates. The Normal distribu-
tion assumed that we had obtained many readings and could with confidence know