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I am trying to prove that t-statistic has a t-distribution, but I am pretty much lost at the moment. I was not able to find any proofs in the internet as well. Can somebody help me to understand how to prove it?

Matt Samuel
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Bearnardd
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  • To be honest, knowing the level of the class that I am participating in I highly doubt that this is want my teacher meant. I think that by the definition of t-distribution he meant the formula for t-distribtion which is used in hypothesis testing rather than for density function. Is it possible to prove that using this particular formula? – Bearnardd Jan 28 '21 at 16:46
  • It can be a really simple proof – Bearnardd Jan 28 '21 at 16:48
  • See the second answer. – StubbornAtom Jan 28 '21 at 16:50
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    My mistake, sorry. That looks perfect. Thank you :) – Bearnardd Jan 28 '21 at 16:59

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