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90% of the T Distribution

33 pointsby ibobevlast Wednesday at 1:29 PM8 commentsview on HN

Comments

snarkconjecturetoday at 1:37 AM

Unless I'm mistaken, this uses "standard deviation" to refer to standard error throughout. They differ by a factor of sqrt(num_samples).

This is actually much more commonly useful than the t distribution, in my experience. You can squint at a histogram (or some summary stats), eyeball the stdev, approximate the stderr in your head, and get a pretty good sense of confidence.

I most often find myself doing this for the Bernoulli distribution, where it's also handy to know that the stdev is sqrt(p(1-p)), or "about 1/2 if p is middling, or sqrt(p) when it's small" (and you can flip the polarity to handle p→1).

bvantoday at 3:23 AM

Not to be too picky, but I think when the author refers to ‘number of samples’, he means ‘sample size’. One sample, one or more observations.

Fraterkesyesterday at 11:15 PM

This is neither here nor there: I was reading the about page of the author, and it contains a passage that slightly confused me: "My name is Chris and I live in Sweden. I have a beautiful, supportive wife whose love I will never be able to requite, neither in degree nor kind." English isn't my first language, how should the second sentence be interpreted?

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