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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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