Editing Probability distribution (section)

=== Normally distributed quantities operated with sum of squares ===

* [[Chi-squared distribution]], the distribution of a sum of squared [[standard normal]] variables; useful e.g. for inference regarding the [[sample variance]] of normally distributed samples (see [[chi-squared test]])
* [[Student's t distribution]], the distribution of the ratio of a [[standard normal]] variable and the square root of a scaled [[Chi squared distribution|chi squared]] variable; useful for inference regarding the [[mean]] of normally distributed samples with unknown variance (see [[Student's t-test]])
* [[F-distribution]], the distribution of the ratio of two scaled [[Chi squared distribution|chi squared]] variables; useful e.g. for inferences that involve comparing variances or involving [[R-squared]] (the squared [[Pearson product-moment correlation coefficient|correlation coefficient]])