Student's t-distribution probability density function

Gives the probability density of a Student's t random variable x with ν degrees of freedom. It is used in statistics for inference on a mean when the population variance is unknown and the sample is small.

f(x) = \frac{\Gamma\left(\frac{\nu + 1}{2}\right)}{\sqrt{\pi \nu}\,\Gamma\left(\frac{\nu}{2}\right)} \left(1 + \frac{x^2}{\nu}\right)^{-\frac{\nu + 1}{2}}

What the symbols mean

probability density at value x
value of the random variable
degrees of freedom (positive)
gamma function
pi, the ratio of a circle's circumference to its diameter

About this formula

  • FieldStatistics
  • TopicProbability distributions
  • LevelUniversity
  • Also calledStudent's t density, t-distribution pdf, Student's t probability density, t-distribution formula, Student's distribution density function, Student's distribution
  • SourceWikidata Q576072

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