Student’s t-distribution

E596524

Student’s t-distribution is a continuous probability distribution used primarily to estimate population means and conduct hypothesis tests when sample sizes are small and population variance is unknown.

All labels observed (6)

How this entity was disambiguated

Statements (44)

Predicate Object
instanceOf location-scale family ⓘ
probability distribution ⓘ
alsoKnownAs Student t-distribution ⓘ
t-distribution ⓘ
appearsIn Bayesian posterior for mean with unknown variance under conjugate priors ⓘ
arisesFrom ratio of standard normal variable to square root of scaled chi-square variable ⓘ
belongsTo location-scale t-family ⓘ
convergesTo standard normal distribution as degrees of freedom go to infinity ⓘ
cumulativeDistributionFunction expressible via incomplete beta function ⓘ
definedBy degrees of freedom parameter ν>0 ⓘ
familyMemberOf elliptical distributions ⓘ
hasHeavierTailsThan normal distribution ⓘ
introducedBy William Sealy Gosset ⓘ
introducedInYear 1908 ⓘ
introducedUnderPseudonym Student ⓘ
isScaleMixtureOf normal distributions ⓘ
isSymmetricAbout 0 ⓘ
kurtosisExcess 6/(ν-4) for ν>4 ⓘ
limitingCase standard normal distribution as ν→∞ ⓘ
mean 0 for degrees of freedom greater than 1 ⓘ
median 0 ⓘ
mode 0 ⓘ
namedAfter William Sealy Gosset ⓘ
parameter degrees of freedom ⓘ
probabilityDensityFunction f(x)=Γ((ν+1)/2)/(√(νπ)Γ(ν/2))·(1+x²/ν)^(-(ν+1)/2) ⓘ
relatedDistribution Cauchy distribution ⓘ
F-distribution ⓘ
chi-square distribution ⓘ
skewness 0 for ν>3 ⓘ
specialCase Cauchy distribution when ν=1 ⓘ
sufficientStatisticContext sample mean with unknown variance in normal model ⓘ
support all real numbers ⓘ
tailBehavior polynomial decay ⓘ
usedFor confidence intervals for means ⓘ
inference on population mean with unknown variance ⓘ
one-sample t-test ⓘ
paired t-test ⓘ
regression coefficient inference ⓘ
two-sample t-test ⓘ
usedWhen population variance is unknown ⓘ
sample size is small ⓘ
variance infinite for 1<ν≤2 ⓘ
undefined for ν≤1 ⓘ
ν/(ν-2) for degrees of freedom greater than 2 ⓘ

How these facts were elicited

Referenced by (12)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gamma function → appearsIn → Student’s t-distribution ⓘ
Hotelling’s T-squared distribution → isGeneralizationOf → Student’s t-distribution ⓘ
F-distribution → relatedDistribution → Student's t-distribution ⓘ
linked to: Student’s t-distribution
Cauchy distribution → isSpecialCaseOf → Student's t-distribution ⓘ
linked to: Student’s t-distribution
chi-square distribution → relatedTo → Student's t-distribution ⓘ
linked to: Student’s t-distribution
Student’s t-distribution → alsoKnownAs → t-distribution ⓘ
linked to: Student’s t-distribution
Student’s t-distribution → alsoKnownAs → Student t-distribution ⓘ
linked to: Student’s t-distribution
Pearson distribution → generalizes → Student t-distribution ⓘ
linked to: Student’s t-distribution
William Sealy Gosset → knownFor → Student's t-distribution ⓘ
linked to: Student’s t-distribution
William Sealy Gosset → knownFor → Student's t-test ⓘ
linked to: Student’s t-distribution
William Sealy Gosset → notableConcept → t-distribution ⓘ
linked to: Student’s t-distribution
William Sealy Gosset → notableConcept → t-statistic ⓘ
linked to: Student’s t-distribution