ON THE DISTRIBUTION OF THE RATIO OF MEAN TO STANDARD DEVIATION IN SMALL SAMPLES FROM NON-NORMAL UNIVERSES

LET X and s be the mean and the standard deviation respectively of a sample of n drawn from a universe having mean M and standard deviation a. Let x be the deviation, X M, of the mean of a sample from the mean of the universe. The ratio z = x/s (or t = z v/nn-1) plays an extremely important part in a number of statistical problems such as determining the probability that the mean of the sample does not deviate from the mean of the universe by more than a stipulated amount, comparing two mean values, and finding the sampling errors of regression coefficients*. The distribution of z for samples of n from a normal universe has been completely determined-originally by " Student," who applied it to the first of the problems just mentioned-and tables of the distribution for various values of n have been constructed.