Student’s t-distribution
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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.
Observed surface forms (1)
| Surface form | Occurrences |
|---|---|
| Student's t-distribution | 2 |
Statements (44)
| Predicate | Object |
|---|---|
| instanceOf |
location-scale family
ⓘ
probability distribution ⓘ |
| alsoKnownAs |
Student t-distribution
NERFINISHED
ⓘ
t-distribution NERFINISHED ⓘ |
| 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 NERFINISHED ⓘ |
| introducedInYear | 1908 ⓘ |
| introducedUnderPseudonym | Student NERFINISHED ⓘ |
| 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 NERFINISHED ⓘ |
| parameter | degrees of freedom ⓘ |
| probabilityDensityFunction | f(x)=Γ((ν+1)/2)/(√(νπ)Γ(ν/2))·(1+x²/ν)^(-(ν+1)/2) ⓘ |
| relatedDistribution |
Cauchy distribution
NERFINISHED
ⓘ
F-distribution NERFINISHED ⓘ 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 ⓘ |
Referenced by (4)
Full triples — surface form annotated when it differs from this entity's canonical label.
this entity surface form:
Student's t-distribution
this entity surface form:
Student's t-distribution