Student’s t-distribution

E596524

Student’s t-distribution is a continuous probability distribution used primarily to estimate population means and conduct hypothesis tests when sample sizes are small and population variance is unknown.

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Predicate Object
instanceOf location-scale family
probability distribution
alsoKnownAs Student t-distribution
t-distribution
appearsIn Bayesian posterior for mean with unknown variance under conjugate priors
arisesFrom ratio of standard normal variable to square root of scaled chi-square variable
belongsTo location-scale t-family
convergesTo standard normal distribution as degrees of freedom go to infinity
cumulativeDistributionFunction expressible via incomplete beta function
definedBy degrees of freedom parameter ν>0
familyMemberOf elliptical distributions
hasHeavierTailsThan normal distribution
introducedBy William Sealy Gosset
introducedInYear 1908
introducedUnderPseudonym Student
isScaleMixtureOf normal distributions
isSymmetricAbout 0
kurtosisExcess 6/(ν-4) for ν>4
limitingCase standard normal distribution as ν→∞
mean 0 for degrees of freedom greater than 1
median 0
mode 0
namedAfter William Sealy Gosset
parameter degrees of freedom
probabilityDensityFunction f(x)=Γ((ν+1)/2)/(√(νπ)Γ(ν/2))·(1+x²/ν)^(-(ν+1)/2)
relatedDistribution Cauchy distribution
F-distribution
chi-square distribution
skewness 0 for ν>3
specialCase Cauchy distribution when ν=1
sufficientStatisticContext sample mean with unknown variance in normal model
support all real numbers
tailBehavior polynomial decay
usedFor confidence intervals for means
inference on population mean with unknown variance
one-sample t-test
paired t-test
regression coefficient inference
two-sample t-test
usedWhen population variance is unknown
sample size is small
variance infinite for 1<ν≤2
undefined for ν≤1
ν/(ν-2) for degrees of freedom greater than 2

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Referenced by (12)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gamma function appearsIn Student’s t-distribution
Hotelling’s T-squared distribution isGeneralizationOf Student’s t-distribution
F-distribution relatedDistribution Student's t-distribution
linked to: Student’s t-distribution
Cauchy distribution isSpecialCaseOf Student's t-distribution
linked to: Student’s t-distribution
chi-square distribution relatedTo Student's t-distribution
linked to: Student’s t-distribution
Student’s t-distribution alsoKnownAs t-distribution
linked to: Student’s t-distribution
Student’s t-distribution alsoKnownAs Student t-distribution
linked to: Student’s t-distribution
Pearson distribution generalizes Student t-distribution
linked to: Student’s t-distribution
William Sealy Gosset knownFor Student's t-distribution
linked to: Student’s t-distribution
William Sealy Gosset knownFor Student's t-test
linked to: Student’s t-distribution
William Sealy Gosset notableConcept t-distribution
linked to: Student’s t-distribution
William Sealy Gosset notableConcept t-statistic
linked to: Student’s t-distribution