Student's t-Distribution |
(continuous probability dist for equations) |
Usage: |
StudentTDist (x, ν) |
Definition: |
((ν+1)/2) / [sqrt(νπ) (ν/2) (1+x^2/ν)^((ν+1)/2) |
Required: |
ν > 0 |
Support: |
- ∞ < x < ∞ |
Moments: |
μ = 0
σ^2 = n / (n - 2) for ν >2 γ1= 0 for n >3 β2 = 6 / (n - 4) for n >4 |
The t-distribution or Student's t-distribution arises in the problem of estimating the mean of a normally distributed population when the sample size is small.
The CauchyDist (X, 0, 1) distribution is Student's t distribution with ν = 1.
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