The Adequacy of "Student's" Criterion of Deviations in Small Sample Means
Alan E. Treloar, Marian A. Wilder · The Annals of Mathematical Statistics · 1934
The origin of the movement toward precise evaluation of probabilities based on the statistics of small samples would generally be located by practical statisticians in the work of Student (1908). The problem he considered is of such importance, not only from the historical aspect, but also from a consideration of the elements of statistical interpretation, that we wish to return to an analysis of the adequacy of his solution. Student was concerned with the problem of determining the significance to be attached to the deviation of the mean, X, of a small sample from a probable (or possible) supplyt mean, m, when the dispersal of variates in the supply is unknown. The solution he suggested was based upon derivation of the probability integral of the quantity