What is a one sample t test? The t test is a commonly used hypothesis test in statistics that allows us to compare the mean value of a group of sampled data with some hypothesized value, usually a ...

Central Limit Theorem: A sampling distribution of the mean is approximately normally distributed if the sample size is sufficiently large. This is true no matter what the population distribution is.

We give a large-sample analysis of the minimal coverage probability of the usual confidence intervals for regression parameters when the underlying model is chosen by a "conservative" (or ...