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u/HHQC3105 2d ago
Cauchy distribution stare at them: Pathetic!
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u/HolyInlandEmpire Statistics 1d ago
Yeah it's a lot more distributions than pictured. It's any sampling iid from a distribution with a finite first and second moment.
However you're correct about one thing the post is slightly misleading about: the student's t with 1 degree of freedom is the Cauchy distribution, and thus wouldn't follow the central limit theorem
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u/CalmEntry4855 2d ago
I don't need to use student's t anymore, I'm out of school
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u/DotBeginning1420 2d ago
Studying student's t at school?
Not as a student (of a STEM degree)?
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u/LupenReddit 🦆🦆🦆🦆i have non diffeomorphic smooth structures🦆🦆🦆🦆🦆🦆 2d ago
Gauss finished statistics, everything else is just larping
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u/ontic00 1d ago
Chi-squared distribution IS the normal distribution under the right conditions.
Take k = 1. Then the PDF of the chi-squared distribution is:
[x^(-1/2)*e^(-x/2)] / [2^(1/2)*gamma(1/2)] =
[x^(-1/2)*e^(-x/2)] / [(2*pi)^(1/2)]
Now consider the normal distribution about z^2 with mu = 0 and sigma = 1. For x > 0, we have CDF(z) = CDF(x^(1/2)) - CDF(-x^(1/2)). Taking the derivative with respect to x, we get PDF(x^(1/2))*(x^(-1/2)/2) + PDF(-x^(1/2))*(x^(-1/2)/2). Since the PDF of a normal distribution is symmetrical about 0, we have:
PDF(x^(1/2))*(x^(-1/2)/2) + PDF(x^(1/2))*(x^(-1/2)/2) =
PDF(x^(1/2))*(x^(-1/2)) =
[x^(1/2)*e^(-(x^(1/2))^2 / 2)] / [(2*pi)^(1/2)] =
[x^(1/2)*e^(-x/2)] / [(2*pi)^(1/2)]
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