Student's t-distribution

related topics
{math, number, function}
{rate, high, increase}
{school, student, university}
{work, book, publish}
{household, population, female}
{math, energy, light}
{law, state, case}

In probability and statistics, Student's t-distribution (or simply the t-distribution) is a continuous probability distribution that arises when estimating the mean of a normally distributed population in situations where the sample size is small. It plays a role in a number of widely-used statistical analyses, including the 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 population means, and in linear regression analysis. The Student's t-distribution also arises in the Bayesian analysis of data from a normal family.

The t-distribution is symmetric and bell-shaped, like the normal distribution, but has heavier tails, meaning that it is more prone to producing values that fall far from its mean. This makes it useful for understanding the statistical behavior of certain types of ratios of random quantities, in which variation in the denominator is amplified and may produce outlying values when the denominator of the ratio falls close to zero. The Student's t-distribution is a special case of the generalised hyperbolic distribution.


Full article ▸

related documents
Indifference curve
Likelihood function
Arrow's impossibility theorem
Bayes' theorem
Sufficiency (statistics)
Brute-force search
Self-organizing map
Euler–Mascheroni constant
Spectral theorem
Miranda (programming language)
Abel–Ruffini theorem
Burnside's problem
Root-finding algorithm
J (programming language)
Symmetric matrix
Tree automaton
Tychonoff's theorem
Scope (programming)
Homological algebra
Exclusive or
Partition (number theory)
Absolute convergence
Galois theory
Ideal class group
Linear combination
Arithmetic coding