Math 2.0

Probability theory and stochastic processes Concept

Student's t-distribution

Summary

Student's t-distribution is a continuous law on ℝ\mathbb{R} that is symmetric about 00 and bell-shaped, like the standard normal law, but with heavier tails. It is the law of the standardized sample mean when one estimates the standard deviation from the data. The node Student's t-distribution gives the precise definition.

Remarks

William Sealy Gosset published the distribution in 1908 under the pen name "Student".

Further reading

  1. Web https://en.wikipedia.org/wiki/Student's_t-distribution, lead section
About this page
Tag09RTQRK5PC
URIm2://09RTQRK5PC
Aliasest-distribution, students-t-distribution
Kindconcept
WritingW1 stated
MSC60E05, 62E15
SpecializesProbability distribution
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