Student's t-distribution

In probability theory and

Student's t
statistics, Student's
t distribution (or simply the Probability density function
t distribution) is a
continuous probability
distribution that generalizes the
standard normal distribution.
Like the latter, it is symmetric
around zero and bell-shaped.

However, has heavier tails

and the amount of probability
mass in the tails is controlled by
the parameter For
the Student's t distribution
becomes the standard Cauchy
distribution, which has very "fat" Cumulative distribution function
tails; whereas for it
becomes the standard normal
distribution which has
very "thin" tails.

The Student's t distribution plays

a role in a number of widely used
statistical analyses, including
Student's t test for assessing the
statistical significance of the
difference between two sample
means, the construction of
confidence intervals for the
difference between two Parameters degrees of freedom (real, almost always a positive
integer)
population means, and in linear
regression analysis. Support

In the form of the location-scale PDF

t distribution it
generalizes the normal
distribution and also arises in the
Bayesian analysis of data from a
normal family as a compound
distribution when marginalizing
over the variance parameter.
 CDF
Definitions

Probability density
function
Student's t distribution has the
probability density function where is the hypergeometric function
(PDF) given by
Mean for otherwise undefined

Median

Mode

Variance for ∞ for

otherwise undefined

Skewness for otherwise undefined

Excess for ∞ for

kurtosis otherwise undefined

Entropy

where

is the digamma function,

is the beta function.

MGF undefined

CF
for

is the modified Bessel function of the second kind[1]

Expected
shortfall

Where is the inverse standardized Student t CDF, and

is the standardized Student t PDF.[2]

where is the number of degrees of freedom and is the gamma function. This may also be written as
where is the beta function. In particular for integer valued degrees of freedom we have:

For and even,

For and odd,

The probability density function is symmetric, and its overall shape resembles the bell shape of a normally
distributed variable with mean 0 and variance 1, except that it is a bit lower and wider. As the number of
degrees of freedom grows, the t distribution approaches the normal distribution with mean 0 and variance 1. For
this reason is also known as the normality parameter.[3]

The following images show the density of the t distribution for increasing values of The normal distribution
is shown as a blue line for comparison. Note that the t distribution (red line) becomes closer to the normal
distribution as increases.

Density of the t distribution (red) for 1, 2, 3, 5, 10, and 30 degrees of freedom compared to the standard normal
distribution (blue).
Previous plots shown in green.

1 degree of freedom 2 degrees of freedom 3 degrees of freedom

5 degrees of freedom 10 degrees of freedom 30 degrees of freedom

Cumulative distribution function

The cumulative distribution function (CDF) can be written in terms of I, the regularized incomplete beta
function. For t > 0 ,

where

Other values would be obtained by symmetry. An alternative formula, valid for is

where is a particular instance of the hypergeometric function.

For information on its inverse cumulative distribution function, see quantile function § Student's t-distribution.

Special cases
Certain values of give a simple form for Student's t-distribution.

PDF CDF notes

See
1 Cauchy
distribution

See
Normal
distribution,
Error
function
Properties

Moments
For the raw moments of the t distribution are

Moments of order or higher do not exist.[4]

The term for k even, may be simplified using the properties of the gamma function to

For a t distribution with degrees of freedom, the expected value is if and its variance is
if The skewness is 0 if and the excess kurtosis is if

How the t distribution arises (characterization)

As the distribution of a test statistic

Student's t-distribution with degrees of freedom can be defined as the distribution of the random variable T
with[5][6]

where

Z is a standard normal with expected value 0 and variance 1;

V has a chi-squared distribution (χ2-distribution) with degrees of freedom;
Z and V are independent;
A different distribution is defined as that of the random variable defined, for a given constant μ, by

This random variable has a noncentral t-distribution with noncentrality parameter μ. This distribution is
important in studies of the power of Student's t-test.

Derivation
Suppose X1, ..., Xn are independent realizations of the normally-distributed, random variable X, which has an
expected value μ and variance σ2. Let

be the sample mean, and

be an unbiased estimate of the variance from the sample. It can be shown that the random variable

has a chi-squared distribution with degrees of freedom (by Cochran's theorem).[7] It is readily
shown that the quantity

is normally distributed with mean 0 and variance 1, since the sample mean is normally distributed with
2
mean μ and variance σ /n. Moreover, it is possible to show that these two random variables (the normally
distributed one Z and the chi-squared-distributed one V) are independent. Consequently the pivotal quantity

which differs from Z in that the exact standard deviation σ is replaced by the sample standard error s, has a
Student's t-distribution as defined above. Notice that the unknown population variance σ2 does not appear in T,
since it was in both the numerator and the denominator, so it canceled. Gosset intuitively obtained the
probability density function stated above, with equal to n − 1, and Fisher proved it in 1925.[8]

The distribution of the test statistic T depends on , but not μ or σ; the lack of dependence on μ and σ is what
makes the t-distribution important in both theory and practice.

Sampling distribution of t-statistic

The t distribution arises as the sampling distribution of the t statistic. Below the one-sample t statistic is
discussed, for the corresponding two-sample t statistic see Student's t-test.

Unbiased variance estimate

Let be independent and identically distributed samples from a normal distribution
with mean and variance The sample mean and unbiased sample variance are given by:
The resulting (one sample) t statistic is given by

and is distributed according to a Student's t distribution with degrees of freedom.

Thus for inference purposes the t statistic is a useful "pivotal quantity" in the case when the mean and variance
are unknown population parameters, in the sense that the t statistic has then a probability distribution
that depends on neither nor

ML variance estimate
Instead of the unbiased estimate we may also use the maximum likelihood estimate

yielding the statistic

This is distributed according to the location-scale t distribution:

Compound distribution of normal with inverse gamma distribution

The location-scale t distribution results from compounding a Gaussian distribution (normal distribution) with
mean and unknown variance, with an inverse gamma distribution placed over the variance with parameters

and In other words, the random variable X is assumed to have a Gaussian distribution
with an unknown variance distributed as inverse gamma, and then the variance is marginalized out (integrated
out).

Equivalently, this distribution results from compounding a Gaussian distribution with a scaled-inverse-chi-
squared distribution with parameters and The scaled-inverse-chi-squared distribution is exactly the same
distribution as the inverse gamma distribution, but with a different parameterization, i.e.

The reason for the usefulness of this characterization is that in Bayesian statistics the inverse gamma
distribution is the conjugate prior distribution of the variance of a Gaussian distribution. As a result, the
location-scale t distribution arises naturally in many Bayesian inference problems.[9]

Maximum entropy distribution

Student's t distribution is the maximum entropy probability distribution for a random variate X for which
is fixed.[10]
Integral of Student's probability density function and p-value
The function A(t | ν) is the integral of Student's probability density function, f(t) between -t and t, for t ≥ 0 .
It thus gives the probability that a value of t less than that calculated from observed data would occur by chance.
Therefore, the function A(t | ν) can be used when testing whether the difference between the means of two sets
of data is statistically significant, by calculating the corresponding value of t and the probability of its
occurrence if the two sets of data were drawn from the same population. This is used in a variety of situations,
particularly in t tests. For the statistic t, with ν degrees of freedom, A(t | ν) is the probability that t would be
less than the observed value if the two means were the same (provided that the smaller mean is subtracted from
the larger, so that t ≥ 0 ). It can be easily calculated from the cumulative distribution function Fν(t) of the
t distribution:

where Ix(a, b) is the regularized incomplete beta function.

For statistical hypothesis testing this function is used to construct the p-value.

Related distributions

In general
The noncentral t distribution generalizes the t distribution to include a noncentrality parameter.
Unlike the nonstandardized t distributions, the noncentral distributions are not symmetric (the
median is not the same as the mode).
The discrete Student's t distribution is defined by its probability mass function at r being
proportional to:[11]

Here a, b, and k are parameters. This distribution arises from the construction of a system of
discrete distributions similar to that of the Pearson distributions for continuous distributions.[12]
One can generate Student A(t | ν) samples by taking the ratio of variables from the normal
distribution and the square-root of the χ² distribution. If we use instead of the normal distribution,
e.g., the Irwin–Hall distribution, we obtain over-all a symmetric 4 parameter distribution, which
includes the normal, the uniform, the triangular, the Student t and the Cauchy distribution. This is
also more flexible than some other symmetric generalizations of the normal distribution.
t distribution is an instance of ratio distributions.
The square of a random variable distributed tn is distributed as Snedecor's F distribution F1,n .

Location-scale t distribution

Location-scale transformation
Student's t distribution generalizes to the three parameter location-scale t distribution by
introducing a location parameter and a scale parameter With
and location-scale family transformation

we get

The resulting distribution is also called the non-standardized Student's t distribution.

Density and first two moments

The location-scale t distribution has a density defined by:[13]

Equivalently, the density can be written in terms of :

Other properties of this version of the distribution are:[13]

Special cases

If follows a location-scale t distribution then for is normally

distributed with mean and variance
The location-scale t distribution with degree of freedom is equivalent to
the Cauchy distribution
The location-scale t distribution with and reduces to the
Student's t distribution

Occurrence and applications

In frequentist statistical inference

Student's t distribution arises in a variety of statistical estimation problems where the goal is to estimate an
unknown parameter, such as a mean value, in a setting where the data are observed with additive errors. If (as in
nearly all practical statistical work) the population standard deviation of these errors is unknown and has to be
estimated from the data, the t distribution is often used to account for the extra uncertainty that results from this
estimation. In most such problems, if the standard deviation of the errors were known, a normal distribution
would be used instead of the t distribution.

Confidence intervals and hypothesis tests are two statistical procedures in which the quantiles of the sampling
distribution of a particular statistic (e.g. the standard score) are required. In any situation where this statistic is a
linear function of the data, divided by the usual estimate of the standard deviation, the resulting quantity can be
rescaled and centered to follow Student's t distribution. Statistical analyses involving means, weighted means,
and regression coefficients all lead to statistics having this form.

Quite often, textbook problems will treat the population standard deviation as if it were known and thereby
avoid the need to use the Student's t distribution. These problems are generally of two kinds: (1) those in which
the sample size is so large that one may treat a data-based estimate of the variance as if it were certain, and (2)
those that illustrate mathematical reasoning, in which the problem of estimating the standard deviation is
temporarily ignored because that is not the point that the author or instructor is then explaining.

Hypothesis testing
A number of statistics can be shown to have t distributions for samples of moderate size under null hypotheses
that are of interest, so that the t distribution forms the basis for significance tests. For example, the distribution
of Spearman's rank correlation coefficient ρ, in the null case (zero correlation) is well approximated by the t
distribution for sample sizes above about 20.

Confidence intervals
Suppose the number A is so chosen that

when T has a t distribution with n − 1 degrees of freedom. By symmetry, this is the same as saying that A
satisfies

so A is the "95th percentile" of this probability distribution, or Then

where Sn is the sample standard deviation of the observed values. This is equivalent to

Therefore, the interval whose endpoints are

is a 90% confidence interval for μ. Therefore, if we find the mean of a set of observations that we can
reasonably expect to have a normal distribution, we can use the t distribution to examine whether the
confidence limits on that mean include some theoretically predicted value – such as the value predicted on a
null hypothesis.

It is this result that is used in the Student's t tests: since the difference between the means of samples from two
normal distributions is itself distributed normally, the t distribution can be used to examine whether that
difference can reasonably be supposed to be zero.

If the data are normally distributed, the one-sided (1 − α) upper confidence limit (UCL) of the mean, can be
calculated using the following equation:

The resulting UCL will be the greatest average value that will occur for a given confidence interval and
population size. In other words, being the mean of the set of observations, the probability that the mean of
the distribution is inferior to UCL1 − α is equal to the confidence level 1 − α .

Prediction intervals
The t distribution can be used to construct a prediction interval for an unobserved sample from a normal
distribution with unknown mean and variance.

In Bayesian statistics
The Student's t distribution, especially in its three-parameter (location-scale) version, arises frequently in
Bayesian statistics as a result of its connection with the normal distribution. Whenever the variance of a
normally distributed random variable is unknown and a conjugate prior placed over it that follows an inverse
gamma distribution, the resulting marginal distribution of the variable will follow a Student's t distribution.
Equivalent constructions with the same results involve a conjugate scaled-inverse-chi-squared distribution over
1
the variance, or a conjugate gamma distribution over the precision. If an improper prior proportional to ⁠σ² ⁠ is
placed over the variance, the t distribution also arises. This is the case regardless of whether the mean of the
normally distributed variable is known, is unknown distributed according to a conjugate normally distributed
prior, or is unknown distributed according to an improper constant prior.

Related situations that also produce a t distribution are:

The marginal posterior distribution of the unknown mean of a normally distributed variable, with
unknown prior mean and variance following the above model.
The prior predictive distribution and posterior predictive distribution of a new normally distributed
data point when a series of independent identically distributed normally distributed data points
have been observed, with prior mean and variance as in the above model.

Robust parametric modeling

The t distribution is often used as an alternative to the normal distribution as a model for data, which often has
heavier tails than the normal distribution allows for; see e.g. Lange et al.[14] The classical approach was to
identify outliers (e.g., using Grubbs's test) and exclude or downweight them in some way. However, it is not
always easy to identify outliers (especially in high dimensions), and the t distribution is a natural choice of
model for such data and provides a parametric approach to robust statistics.
A Bayesian account can be found in Gelman et al.[15] The degrees of freedom parameter controls the kurtosis of
the distribution and is correlated with the scale parameter. The likelihood can have multiple local maxima and,
as such, it is often necessary to fix the degrees of freedom at a fairly low value and estimate the other
parameters taking this as given. Some authors report that values between 3 and 9 are often good choices.
Venables and Ripley suggest that a value of 5 is often a good choice.

Student's t process
For practical regression and prediction needs, Student's t processes were introduced, that are generalisations of
the Student t distributions for functions. A Student's t process is constructed from the Student t distributions like
a Gaussian process is constructed from the Gaussian distributions. For a Gaussian process, all sets of values
have a multidimensional Gaussian distribution. Analogously, is a Student t process on an interval
if the correspondent values of the process ( ) have a joint multivariate
Student t distribution.[16] These processes are used for regression, prediction, Bayesian optimization and related
problems. For multivariate regression and multi-output prediction, the multivariate Student t processes are
introduced and used.[17]

Table of selected values

The following table lists values for t distributions with ν degrees of freedom for a range of one-sided or two-
sided critical regions. The first column is ν, the percentages along the top are confidence levels and the
numbers in the body of the table are the factors described in the section on confidence intervals.

The last row with infinite ν gives critical points for a normal distribution since a t distribution with infinitely
many degrees of freedom is a normal distribution. (See Related distributions above).
One-sided 75% 80% 85% 90% 95% 97.5% 99% 99.5% 99.75% 99.9% 99.95%

Two-sided 50% 60% 70% 80% 90% 95% 98% 99% 99.5% 99.8% 99.9%

1 1.000 1.376 1.963 3.078 6.314 12.706 31.821 63.657 127.321 318.309 636.619
2 0.816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 14.089 22.327 31.599

3 0.765 0.978 1.250 1.638 2.353 3.182 4.541 5.841 7.453 10.215 12.924

4 0.741 0.941 1.190 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
5 0.727 0.920 1.156 1.476 2.015 2.571 3.365 4.032 4.773 5.893 6.869

6 0.718 0.906 1.134 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959

7 0.711 0.896 1.119 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408
8 0.706 0.889 1.108 1.397 1.860 2.306 2.896 3.355 3.833 4.501 5.041

9 0.703 0.883 1.100 1.383 1.833 2.262 2.821 3.250 3.690 4.297 4.781

10 0.700 0.879 1.093 1.372 1.812 2.228 2.764 3.169 3.581 4.144 4.587
11 0.697 0.876 1.088 1.363 1.796 2.201 2.718 3.106 3.497 4.025 4.437

12 0.695 0.873 1.083 1.356 1.782 2.179 2.681 3.055 3.428 3.930 4.318

13 0.694 0.870 1.079 1.350 1.771 2.160 2.650 3.012 3.372 3.852 4.221
14 0.692 0.868 1.076 1.345 1.761 2.145 2.624 2.977 3.326 3.787 4.140

15 0.691 0.866 1.074 1.341 1.753 2.131 2.602 2.947 3.286 3.733 4.073
16 0.690 0.865 1.071 1.337 1.746 2.120 2.583 2.921 3.252 3.686 4.015

17 0.689 0.863 1.069 1.333 1.740 2.110 2.567 2.898 3.222 3.646 3.965

18 0.688 0.862 1.067 1.330 1.734 2.101 2.552 2.878 3.197 3.610 3.922
19 0.688 0.861 1.066 1.328 1.729 2.093 2.539 2.861 3.174 3.579 3.883

20 0.687 0.860 1.064 1.325 1.725 2.086 2.528 2.845 3.153 3.552 3.850

21 0.686 0.859 1.063 1.323 1.721 2.080 2.518 2.831 3.135 3.527 3.819
22 0.686 0.858 1.061 1.321 1.717 2.074 2.508 2.819 3.119 3.505 3.792

23 0.685 0.858 1.060 1.319 1.714 2.069 2.500 2.807 3.104 3.485 3.767

24 0.685 0.857 1.059 1.318 1.711 2.064 2.492 2.797 3.091 3.467 3.745
25 0.684 0.856 1.058 1.316 1.708 2.060 2.485 2.787 3.078 3.450 3.725

26 0.684 0.856 1.058 1.315 1.706 2.056 2.479 2.779 3.067 3.435 3.707

27 0.684 0.855 1.057 1.314 1.703 2.052 2.473 2.771 3.057 3.421 3.690
28 0.683 0.855 1.056 1.313 1.701 2.048 2.467 2.763 3.047 3.408 3.674

29 0.683 0.854 1.055 1.311 1.699 2.045 2.462 2.756 3.038 3.396 3.659

30 0.683 0.854 1.055 1.310 1.697 2.042 2.457 2.750 3.030 3.385 3.646
40 0.681 0.851 1.050 1.303 1.684 2.021 2.423 2.704 2.971 3.307 3.551

50 0.679 0.849 1.047 1.299 1.676 2.009 2.403 2.678 2.937 3.261 3.496

60 0.679 0.848 1.045 1.296 1.671 2.000 2.390 2.660 2.915 3.232 3.460
80 0.678 0.846 1.043 1.292 1.664 1.990 2.374 2.639 2.887 3.195 3.416

100 0.677 0.845 1.042 1.290 1.660 1.984 2.364 2.626 2.871 3.174 3.390

120 0.677 0.845 1.041 1.289 1.658 1.980 2.358 2.617 2.860 3.160 3.373
∞ 0.674 0.842 1.036 1.282 1.645 1.960 2.326 2.576 2.807 3.090 3.291
 One-sided 75% 80% 85% 90% 95% 97.5% 99% 99.5% 99.75% 99.9% 99.95%
Two-sided 50% 60% 70% 80% 90% 95% 98% 99% 99.5% 99.8% 99.9%

Calculating the confidence interval

Let's say we have a sample with size 11, sample mean 10, and sample variance 2. For 90% confidence with
10 degrees of freedom, the one-sided t value from the table is 1.372 . Then with confidence interval calculated
from

we determine that with 90% confidence we have a true mean lying below

In other words, 90% of the times that an upper threshold is calculated by this method from particular samples,
this upper threshold exceeds the true mean.

And with 90% confidence we have a true mean lying above

In other words, 90% of the times that a lower threshold is calculated by this method from particular samples,
this lower threshold lies below the true mean.

So that at 80% confidence (calculated from 100% − 2 × (1 − 90%) = 80%), we have a true mean lying within
the interval

Saying that 80% of the times that upper and lower thresholds are calculated by this method from a given
sample, the true mean is both below the upper threshold and above the lower threshold is not the same as saying
that there is an 80% probability that the true mean lies between a particular pair of upper and lower thresholds
that have been calculated by this method; see confidence interval and prosecutor's fallacy.

Nowadays, statistical software, such as the R programming language, and functions available in many
spreadsheet programs compute values of the t distribution and its inverse without tables.

Computational methods

Monte Carlo sampling

There are various approaches to constructing random samples from the Student's t distribution. The matter
depends on whether the samples are required on a stand-alone basis, or are to be constructed by application of a
quantile function to uniform samples; e.g., in the multi-dimensional applications basis of copula-dependency. In
the case of stand-alone sampling, an extension of the Box–Muller method and its polar form is easily
deployed.[18] It has the merit that it applies equally well to all real positive degrees of freedom, ν, while many
other candidate methods fail if ν is close to zero.[18]

History
In statistics, the t distribution was first derived as a posterior distribution in 1876
by Helmert[19][20][21] and Lüroth.[22][23][24] As such, Student's t-distribution is
an example of Stigler's Law of Eponymy. The t distribution also appeared in a
more general form as Pearson type IV distribution in Karl Pearson's 1895
paper.[25]

In the English-language literature, the distribution takes its name from William
Sealy Gosset's 1908 paper in Biometrika under the pseudonym "Student".[26]
One version of the origin of the pseudonym is that Gosset's employer preferred
staff to use pen names when publishing scientific papers instead of their real
name, so he used the name "Student" to hide his identity. Another version is that
Guinness did not want their competitors to know that they were using the t test Statistician William Sealy
to determine the quality of raw material.[27][28] Gosset, known as "Student"

Gosset worked at the Guinness Brewery in Dublin, Ireland, and was interested in
the problems of small samples – for example, the chemical properties of barley where sample sizes might be as
few as 3. Gosset's paper refers to the distribution as the "frequency distribution of standard deviations of
samples drawn from a normal population". It became well known through the work of Ronald Fisher, who
called the distribution "Student's distribution" and represented the test value with the letter t.[8][29]

See also

Mathematics portal

F-distribution
Folded t and half t distributions
Hotelling's T² distribution
Multivariate Student distribution
Standard normal table (Z-distribution table)
t statistic
Tau distribution, for internally studentized residuals
Wilks' lambda distribution
Wishart distribution
Modified half-normal distribution[30] with the pdf on is given as

where denotes the Fox–Wright

Psi function.
Notes
1. Hurst, Simon. "The characteristic function of the Student t distribution" (https://web.archive.org/we
b/20100218072259/http://wwwmaths.anu.edu.au/research.reports/srr/95/044/). Financial
Mathematics Research Report. Statistics Research Report No. SRR044-95. Archived from the
original (http://wwwmaths.anu.edu.au/research.reports/srr/95/044/) on February 18, 2010.
2. Norton, Matthew; Khokhlov, Valentyn; Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions with application to portfolio optimization and density estimation"
(http://uryasev.ams.stonybrook.edu/wp-content/uploads/2019/10/Norton2019_CVaR_bPOE.pdf)
(PDF). Annals of Operations Research. 299 (1–2). Springer: 1281–1315. arXiv:1811.11301 (http
s://arxiv.org/abs/1811.11301). doi:10.1007/s10479-019-03373-1 (https://doi.org/10.1007%2Fs104
79-019-03373-1). S2CID 254231768 (https://api.semanticscholar.org/CorpusID:254231768).
Retrieved 2023-02-27.
3. Kruschke, J.K. (2015). Doing Bayesian Data Analysis (2nd ed.). Academic Press.
ISBN 9780124058880. OCLC 959632184 (https://search.worldcat.org/oclc/959632184).
4. Casella G, Berger RL (1990). Statistical Inference. Duxbury Resource Center. p. 56.
ISBN 9780534119584.
5. Johnson NL, Kotz S, Balakrishnan N (1995). "Chapter 28". Continuous Univariate Distributions.
Vol. 2 (2nd ed.). Wiley. ISBN 9780471584940.
6. Hogg RV, Craig AT (1978). Introduction to Mathematical Statistics (4th ed.). New York: Macmillan.
ASIN B010WFO0SA (https://www.amazon.com/dp/B010WFO0SA). Sections 4.4 and 4.8
7. Cochran, W. G. (1934). "The distribution of quadratic forms in a normal system, with applications
to the analysis of covariance". Mathematical Proceedings of the Cambridge Philosophical Society.
30 (2): 178–191. Bibcode:1934PCPS...30..178C (https://ui.adsabs.harvard.edu/abs/1934PCPS...3
0..178C). doi:10.1017/S0305004100016595 (https://doi.org/10.1017%2FS0305004100016595).
S2CID 122547084 (https://api.semanticscholar.org/CorpusID:122547084).
8. Fisher RA (1925). "Applications of 'Student's' distribution" (https://web.archive.org/web/201603051
30235/http://www.sothis.ro/user/content/4ef6e90670749a86-student_distribution_1925.pdf)
(PDF). Metron. 5: 90–104. Archived from the original (http://www.sothis.ro/user/content/4ef6e9067
0749a86-student_distribution_1925.pdf) (PDF) on 5 March 2016.
9. Gelman AB, Carlin JS, Rubin DB, Stern HS (1997). Bayesian Data Analysis (2nd ed.). Boca
Raton, FL: Chapman & Hal l. p. 68. ISBN 9780412039911.
10. Park SY, Bera AK (2009). "Maximum entropy autoregressive conditional heteroskedasticity
model". Journal of Econometrics. 150 (2): 219–230. doi:10.1016/j.jeconom.2008.12.014 (https://d
oi.org/10.1016%2Fj.jeconom.2008.12.014).
11. Ord JK (1972). Families of Frequency Distributions. London, UK: Griffin. Table 5.1.
ISBN 9780852641378.
12. Ord JK (1972). Families of frequency distributions. London, UK: Griffin. Chapter 5.
ISBN 9780852641378.
13. Jackman, S. (2009). Bayesian Analysis for the Social Sciences (https://archive.org/details/bayesia
nmodeling00jack). Wiley Series in Probability and Statistics. Wiley. p. 507 (https://archive.org/deta
ils/bayesianmodeling00jack/page/n542). doi:10.1002/9780470686621 (https://doi.org/10.1002%2
F9780470686621). ISBN 9780470011546.
14. Lange KL, Little RJ, Taylor JM (1989). "Robust Statistical Modeling Using the t Distribution" (http
s://cloudfront.escholarship.org/dist/prd/content/qt27s1d3h7/qt27s1d3h7.pdf) (PDF). Journal of the
American Statistical Association. 84 (408): 881–896. doi:10.1080/01621459.1989.10478852 (http
s://doi.org/10.1080%2F01621459.1989.10478852). JSTOR 2290063 (https://www.jstor.org/stable/
2290063).
15. Gelman AB, Carlin JB, Stern HS, et al. (2014). "Computationally efficient Markov chain
simulation". Bayesian Data Analysis. Boca Raton, Florida: CRC Press. p. 293.
ISBN 9781439898208.
16. Shah, Amar; Wilson, Andrew Gordon; Ghahramani, Zoubin (2014). "Student t processes as
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External links
"Student distribution" (https://www.encyclopediaofmath.org/index.php?title=Student_distribution),
Encyclopedia of Mathematics, EMS Press, 2001 [1994]
Earliest Known Uses of Some of the Words of Mathematics (S) (http://jeff560.tripod.com/s.html)
(Remarks on the history of the term "Student's distribution")
Rouaud, M. (2013), Probability, Statistics and Estimation (http://www.incertitudes.fr/book.pdf)
(PDF) (short ed.) First Students on page 112.
Student's t-Distribution (https://flexbooks.ck12.org/cbook/ck-12-interactive-algebra-2-for-ccss/secti
on/6.6/related/lesson/students-t-distribution-adv-pst/), Archived (https://web.archive.org/web/2021
0410192326/https://flexbooks.ck12.org/cbook/ck-12-interactive-algebra-2-for-ccss/section/6.6/rela
ted/lesson/students-t-distribution-adv-pst/) 2021-04-10 at the Wayback Machine

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