Definition
Student's t-Distribution
Student’s t-Distribution with
degrees of freedom occurs as a scaled ratio of a standard normal and the root of a chi-squared distribution. Let
and independent, then
Density Probability Function
The density
for
Student's t-Distribution
Student’s t-Distribution with
degrees of freedom occurs as a scaled ratio of a standard normal and the root of a chi-squared distribution. Let
and independent, then
The density
for