High Seas wrote:
Whoever picked Student's T distribution must somehow be certain that the original poster has no clue at to the variance of his data >
Student's t-distribution is defined as the distribution of the random variable t which is (very loosely) the "best" that we can do not knowing sigma
> for which no basis is given in the original query. Who decided that, and on what basis, exactly? Naturally I'm assuming the moderator is an expert in statistical applications for medical data generated by hospitals ...
Student's T-distribution is the only correct distribution to use to find a confidence interval for the mean of a Normally distributed random variable. Fisher's F-distribution, if I recall correctly, is the distribution to use to find a confidence interval for the variance of a Normally distributed random variable.
Whether his variable actually is Normally distributed is another question, but I mentioned this, without knowing his situation, because the Central Limit Theorem states that every random variable with a value made up from many factors, none of which dominates, approaches a normal distribution as the number of factors increases.