Difference between revisions of "t-Student Density Function"

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A [[t-Student Density Function]] is a [[Probability Density Function]] that ...
 
A [[t-Student Density Function]] is a [[Probability Density Function]] that ...
* <B>AKA:</B> [[t-Student Distribution]].
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* <B>AKA:</B> [[t-Student Density Function|t-Student Distribution]].
 
* <B>Counter-Example(s):</B>
 
* <B>Counter-Example(s):</B>
 
** a [[Gaussian Density Function]].
 
** a [[Gaussian Density Function]].

Latest revision as of 20:45, 23 December 2019

A t-Student Density Function is a Probability Density Function that ...



References

2006

  • (Dubnicka, 2006h) ⇒ Suzanne R. Dubnicka. (2006). “The Normal Distribution and Related Distributions - Handout 8. Kansas State University, Introduction to Probability and Statistics I, STAT 510 - Fall 2006.
    • TERMINOLOGY : Suppose that Z N(0, 1) and V 2( ) are independent random variables. Let T = .... Then T is said to have a t distribution with degrees of freedom, denoted T t().
    • PROBABILITY DENSITY FUNCTION: If T t( ), then the pdf of T is given by ...
      • FACTS ABOUT THE t DISTRIBUTION:
      • 1. The pdf is symmetric about 0.
      • 2. The shape of the pdf is similar to that of the standard normal pdf except it is a bit flatter so that its tails are a bit thicker.
      • 3. As  ! 1, the pdf of the t distribution tends to the pdf of the standard normal distribution.
      • 4. If T t( ), then E(T) = 0 provided > 1 and Var(X) = ...