• Mathematics
    VectorsMatricesVector SpaceAlgebraCalculusLogicAnalytic GeometryStatistics & ProbabilityGeometrySpecial Functions
    Physics
    MechanicsUnits & Constants
    Electronics
    Circuits
    Computer Science
    EncodingComputerLanguages
    Machine Learning
    ClusteringOptimizationRegressionKernels
    AI
    Neural Network
    Finance
    OptionsFixed IncomeMarket Analysis
    Help
    Contact usIndexSearchVersion historyFormula Syntax
    Practice Quiz
    LoginUser
  • Mathematics
    Statistics & Probability: Student's 𝒕 Distribution
    • Vectors
      • Matrices
        • Vector Space
          • Algebra
            • Calculus
              • Logic
                • Analytic Geometry
                  • Statistics & Probability
                    • Statistics
                    • Regression
                    • Normal Distribution
                    • Student's 𝒕 Distribution
                    • Q-Q Plot
                    • Softmax & LogSumExp
                    • Cross-entropy Cost
                    • Covariance Matrix
                  • Geometry
                    • Special Functions
                      Student's t Distribution

                      Student's t Distribution is a continuous probability distribution for a real-valued random variable defined by the probability density function
                          f (t) = Γ(ν+12)
                      √
                      πν
                      Γ(ν2)
                      (1 + t2ν)-(ν+1)/2                , where ν is the number of degrees of freedom, Γ is the gamma function,
                      and the Cumulative Distribution Function:
                          F (x) =
                      ∫
                      x-∞
                      f (t) d t


                      Please note:
                      • Even though we calculate all of the numbers with the precission of 15 significant digits, for clarity, we are displaying the results rounded to 9 decimal places.
                      Please specify the number of degrees of freedom     ν   =  
                      Mean μ =
                      Standard Deviation σ =
                      x=(Sample, Data Point, Raw Data, Raw Score)
                      Densityf (x)=(Probability Density, Probability Distribution)
                      ProbabilityF (x) = P (X < x)=(Cumulative Distribution Function, CDF)
                      P (X > x)=
                      One-tail QuantileP (0 < X < | x |)=
                      One-tail Alpha levelP (X > | x |)=(One-tail Significance level)
                      Two-tails QuantileP ( - | x | < X < | x |)=
                      Two-tails Alpha level   P (X < - | x | ∨ X > | x |)=(Two-tails Significance level)
                      Z-ScoreZ=(Standard Score, Number of Standard Deviations, Pull)


                      See Also:     Normal Distribution ,
                      Gamma Function

                      External links:
                      • Wikipedia: Student's t-distribution