How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Student t and Fisher F laws
Definition
Assume the Axiom of Choice. For a positive integer , take the product probability law of an independent standard normal and an independent . The Student t law with degrees of freedom, denoted , is the law of For positive integers , take independent and . The Fisher F law with degrees , denoted , is the law of The displayed piecewise maps are defined on all of and are Borel measurable: each quotient is continuous on its Borel positive-denominator region, and the value on the complementary Borel nonpositive-denominator region is constant. The positive-degree chi-square lemma proves that the denominators are positive almost surely, so these versions agree almost surely with the usual quotients. Zero degrees are excluded from both definitions.
Depends on
- Continuous functions on Euclidean spaces are Borel measurable
- The Axiom of Choice
- Chi-square laws, including zero degrees
- Law or distribution of a random element
- Standard normal and normal laws
- Positive-degree chi-square laws have a positive density and regular CDF
- Independent random elements have product joint law
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique
Used by
- The one-sample Hotelling F test has exact size alpha Corollary
- Independent Rademacher errors need not give the Gaussian regression t pivot Counterexample
- Rademacher errors show orthogonality alone gives neither independence nor exact t and F laws Counterexample
- A skewed finite-replicate law defeats a nominal Student interval Example
- A two-dimensional Hotelling statistic and its exact F cutoff Example
- Student t and Fisher F CDFs are continuous and strictly increasing on their supports Lemma
- The standard Wishart inverse quadratic form has an exact Fisher law Lemma
- Exact confidence and prediction intervals in Gaussian regression Theorem
- Exact Gaussian F law for RCBD treatment contrasts Theorem
- Exact t and partial F inference in full-rank Gaussian regression Theorem
- Normal sample mean and residual are independent, giving the exact t pivot Theorem
- QR decomposition gives exact t and F pivots in the fixed Gaussian linear model Theorem
- The one-sample Hotelling statistic has an exact F law Theorem
Dependency tree · two levels
38 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Dmitry Panchenko, MIT 18.443 Statistics for Applications, Fall 2003, Lecture 16 (standard reference, not scraped)
- Yen-Chi Chen, UW STAT 512 Lecture 8: Linear Models and Multivariate Normal Distributions (standard reference, not scraped)