Student's t-distribution
Sign in to saveAlso known as Student's distribution, t-distribution
probability distribution
In the Vinony graph
Vinony's link graph records 370 inbound references to Student's t-distribution, and connects out to median, resampling and variance.
It is catalogued under topics including Compound probability distributions, Continuous distributions and Infinitely divisible probability distributions.
Vinony links it to 39 Wikipedia language editions.
Key facts
- Parameters
- 0"}}'> ν > 0 {\displaystyle \nu >0} degrees of freedom ( real , nearly always a positive integer )
- Support
- x ∈ ( − ∞ , ∞ ) {\displaystyle x\in (-\infty ,\infty )}
- Γ ( ν + 1 2 ) π ν Γ ( ν 2 ) ( 1 + x 2 ν ) − ν + 1 2 {\displaystyle {\frac {\Gamma {\left({\frac {\nu +1}{2}}\right)}}{{\sqrt {\pi \nu }}\,\Gamma {\left({\frac {\nu }{2}}\right)}}}\left(1+{\frac {x^{2}}{\nu }}\right)^{-{\frac {\nu +1}{2}}}}
- Mean
- 0 {\displaystyle 0} for 1,"}}'> ν > 1 , {\displaystyle \nu >1,} otherwise undefined
- Median
- 0 {\displaystyle 0}
- Mode
- 0 {\displaystyle 0}
- Variance
- ν ν − 2 {\displaystyle {\frac {\nu }{\nu -2}}} for 2,"}}'> ν > 2 , {\displaystyle \nu >2,} ∞ {\displaystyle \infty } for 1 < ν ≤ 2 , {\displaystyle 1<\nu \leq 2,} otherwise undefined
- Skewness
- 0 {\displaystyle 0} for 3\\ ,"}}'> ν > 3 , {\displaystyle \ \nu >3\ ,} otherwise undefined
- Excess kurtosis
- 6 ν − 4 {\displaystyle {\frac {6}{\nu -4}}} for 4,"}}'> ν > 4 , {\displaystyle \nu >4,} ∞ {\displaystyle \infty } for 2 < ν ≤ 4 , {\displaystyle 2<\nu \leq 4,} otherwise undefined
- Mgf
- undefined
via Wikipedia infobox
Wikidata facts
- Subclass of
- continuous probability distribution
- Named after
- William Sealy Gosset
Show 4 more facts
- Commons category
- Student's t-distribution
- discoverer or inventor
- William Sealy Gosset
- on focus list of Wikimedia project
- Wikipedia:Vital articles/Level/4
- maintained by WikiProject
- WikiProject Mathematics
Sources (2)
via Wikidata · CC0
~36 min read
Encyclopedic overview
In probability theory and statistics, Student's t distribution (or simply the t distribution)
t
Excerpted from Wikipedia’s “Student's t-distribution” article, available under the CC BY-SA 4.0 licence.
Connections
median
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resampling
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variance
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probability distribution
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statistical population
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statistical test
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continuous uniform distribution
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beta function
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Student's t-test
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Bayesian inference
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moment
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outlier
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F-distribution
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kurtosis
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Pearson product-moment correlation coefficient
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multivariate probability distribution
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power of a test
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posterior probability
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errors and residuals
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marginal probability distribution
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