In: Statistics and Probability
Given a random variable X that has a t(ν) distribution,
determine the
value of xo such that P (|X | <xo)=0.025
for (i) ν = 5; (ii) (i) ν = 25; (iii)
ν = 50; (iv) ν = 100. Compare your results with the single value of
x0 such that
P (|X | <x 0)=0.025 for a standard normal random variable X
.