chapter  14
8 Pages

- Student’s t Distribution

The distribution of t = Z/S is called Student’s t distribution with df = n. The Student’s t random variable with df = n is commonly denoted by tn, and its probability density function is

f(x|n) = Γ[(n+ 1)/2] Γ(n/2)

√ nπ

(1 + x2/n)(n+1)/2 , −∞ < x <∞, n ≥ 1.