ABSTRACT

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)

√ npi

1 (1 + x2/n)(n+1)/2

, −∞ < x <∞, n ≥ 1.