In article <[EMAIL PROTECTED]>,
Alan McLean <[EMAIL PROTECTED]> wrote:

>In practice the population is almost always a model - at best it is ill 
>defined. So the value of sigma is virtually never meaningfully 'known'. 
>At the same time, a role of statistical analysis is to save one from 
>jumping to unwarranted conclusions - so one should be conservative. On 
>this basis, it is preferable to use t even when you might think z is 
>reasonable.

But what if the sample standard deviation that you computed to do your
t test is substantially less than what you think sigma is?  Is it really
"conservative" to ignore this, and quote a result that is based on what
you have reason to believe is an optimistic estimate of the accuracy of 
the observations?

   Radford Neal

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