Student-t Distribution

Basic References: Cálculo de probabilidades y Estadística. H. Fernández-Abascal et al. (Ed. Ariel, Barcelona (SPAIN), 1994). Distributions in Statis
Wiley y Houghton M. Co., 1992, 1994, 1997). Copyright 2001 J.L. Rojo
n= 3
E[X]= 0 The integer parameter, n, Student-t Distribution
Var(X)= 3.000 can be changed, with n>0
Std. Dev.= 1.732 0.45

Mode= 0
Med(X)= 0 0.4
Fisher g1= 0.000 Symmetric
Fisher g2= Error ------- 0.35

Quantiles Distribution function

r qr x F(x) 0.3

0.1 -1.64 -3 0.02883

Prob. density
0.25 -0.76 -1 0.19550 0.25
0.5 0.00 0 0.50000
0.75 0.76 1 0.80450 0.2
0.9 1.64 2 0.93034
(Enter other x-values or r-percentages) 0.15

0.1

The Student-t distribution ('Student', 1908) with n degrees 0.05

of freedom, denoted tn (n being a positive integer) can be
defined as X=Z/(Y/n)0.5 , with Z~N(0,1) and Y~Xn2 0
independent random variables. Its probability density -5 -4 -3 -2 -1 0 1 2
equals f(x)= [n0.5b(1/2,n/2)]-1(1+t2/n)-(n+1)/2, b being the beta
function (see the spreadsheet beta.xls). The figure shows Prob. density Column F Distri
the similarity between tn and N(0,1) distributions. The
Probability for the range not covered by the figure (
average exists for n>1 and, then, E[X]=0; the variance,
Var(X)=n/(n-2), exists for n>2. Both the (unique) mode
and the median are equal to zero. If n=1 the Student
distribution is called Cauchy distribution. Student-t is often
used as exact or limiting pivotal distribution in producing
confidence intervals or in hypothesis tests for a mean.
The skewness and the (excess of) kurtosis coefficients
are g1=0 (symmetric) and g2=6/(n-4) (for n>4)
ution
ona (SPAIN), 1994). Distributions in Statistics. N.L. Johnson et al. (Vol. 1-4). (Ed. J.
opyright 2001 J.L. Rojo

Student-t Distribution
0.45 1.2

0.4
1
0.35

0.3 0.8

Distribution function
0.25
0.6
0.2

0.15 0.4

0.1
0.2
0.05

0 0
-2 -1 0 1 2 3 4 5

ob. density Column F Distribution function

not covered by the figure (p[ |X| > 5 ])= 0.015392

ln(G((n+1)/2))= 0 -5 0.004219354 0.007696219 1.48672E-06
ln(G(n/2))= -0.12078224 -4.95 0.004373384 0.007911009 1.906601E-06
0.5·ln(np)= 1.121671087 -4.9 0.004534327 0.008133673 2.438961E-06
Constant= 0.367552597 -4.85 0.004702546 0.008364563 3.112176E-06
-4.8 0.00487843 0.008604055 3.961299E-06
-4.75 0.005062387 0.008852541 5.029507E-06
-4.7 0.005254854 0.009110436 6.369825E-06
-4.65 0.005456293 0.009378176 8.047182E-06
-4.6 0.005667195 0.009656223 1.014085E-05
-4.55 0.00588808 0.009945062 1.274733E-05
-4.5 0.006119502 0.010245206 1.598374E-05
-4.45 0.00636205 0.010557197 1.99918E-05
-4.4 0.006616349 0.010881607 2.494247E-05
-4.35 0.006883065 0.011219039 3.104141E-05
-4.3 0.007162905 0.011570132 3.85352E-05
-4.25 0.007456623 0.011935561 4.771864E-05
-4.2 0.007765021 0.012316039 5.894307E-05
-4.15 0.008088953 0.012712322 7.262593E-05
-4.1 0.00842933 0.013125208 8.926166E-05
-4.05 0.008787121 0.013555545 0.000109434
-4 0.009163361 0.014004228 0.0001338302
-3.95 0.009559152 0.014472207 0.0001632564
-3.9 0.009975671 0.014960489 0.0001986555
-3.85 0.010414172 0.01547014 0.0002411266
-3.8 0.010875996 0.016002295 0.0002919469
-3.75 0.011362573 0.016558153 0.0003525957
-3.7 0.01187543 0.01713899 0.0004247803
-3.65 0.012416199 0.017746161 0.000510465
-3.6 0.012986623 0.018381104 0.0006119019
-3.55 0.013588566 0.019045348 0.0007316645
-3.5 0.014224019 0.019740519 0.0008726827
-3.45 0.014895111 0.020468344 0.0010382813
-3.4 0.015604119 0.021230662 0.0012322192
-3.35 0.016353478 0.022029428 0.0014587308
-3.3 0.017145791 0.022866725 0.0017225689
-3.25 0.017983843 0.02374477 0.0020290481
-3.2 0.018870614 0.024665921 0.0023840882
-3.15 0.019809291 0.025632696 0.0027942584
-3.1 0.020803281 0.026647772 0.0032668191
-3.05 0.02185623 0.027714006 0.0038097621
-3 0.022972037 0.028834443 0.0044318484
-2.95 0.02415487 0.030012327 0.0051426409
-2.9 0.025409184 0.031251121 0.0059525324
-2.85 0.02673974 0.032554516 0.0068727667
-2.8 0.028151623 0.03392645 0.0079154516
-2.75 0.029650264 0.035371124 0.0090935625
-2.7 0.031241455 0.036893019 0.0104209348
-2.65 0.032931376 0.038496915 0.0119122436
-2.6 0.034726608 0.040187911 0.0135829692
-2.55 0.036634161 0.041971448 0.0154493471
-2.5 0.038661486 0.043853324 0.0175283005
 -2.45 0.040816498 0.045839724 0.0198373544
-2.4 0.043107595 0.047937241 0.0223945303
-2.35 0.045543666 0.050152899 0.0252182199
-2.3 0.04813411 0.05249418 0.0283270377
-2.25 0.05088884 0.054969048 0.0317396518
-2.2 0.053818288 0.057585976 0.0354745928
-2.15 0.056933402 0.060353971 0.0395500416
-2.1 0.060245635 0.063282601 0.043983596
-2.05 0.063766924 0.066382019 0.0487920186
-2 0.067509661 0.069662984 0.0539909665
-1.95 0.071486643 0.073136889 0.0595947061
-1.9 0.075711018 0.076815772 0.0656158148
-1.85 0.080196198 0.080712337 0.0720648743
-1.8 0.084955759 0.084839964 0.0789501583
-1.75 0.090003314 0.089212713 0.0862773188
-1.7 0.095352353 0.093845321 0.0940490774
-1.65 0.101016055 0.098753193 0.1022649246
-1.6 0.107007057 0.103952382 0.1109208347
-1.55 0.113337193 0.109459552 0.1200090007
-1.5 0.120017175 0.115291933 0.1295175957
-1.45 0.127056234 0.121467255 0.1394305664
-1.4 0.134461717 0.128003664 0.1497274656
-1.35 0.142238621 0.134919618 0.1603833273
-1.3 0.150389086 0.142233754 0.171368592
-1.25 0.158911838 0.149964734 0.1826490854
-1.2 0.167801587 0.158131057 0.194186055
-1.15 0.177048398 0.166750847 0.2059362687
-1.1 0.186637029 0.175841597 0.217852177
-1.05 0.196546279 0.185419897 0.2298821407
-1 0.206748336 0.195501109 0.2419707245
-0.95 0.217208182 0.206099031 0.2540590565
-0.9 0.227883066 0.217225516 0.2660852499
-0.85 0.238722081 0.228890078 0.2779848861
-0.8 0.249665905 0.241099476 0.2896915528
-0.75 0.260646717 0.25385729 0.3011374322
-0.7 0.271588359 0.267163499 0.3122539334
-0.65 0.282406762 0.281014076 0.3229723597
-0.6 0.29301068 0.295400604 0.3332246029
-0.55 0.303302753 0.310309949 0.342943855
-0.5 0.313180911 0.325723982 0.3520653268
-0.45 0.322540109 0.341619391 0.3605269625
-0.4 0.331274372 0.357967577 0.3682701403
-0.35 0.339279103 0.374734667 0.3752403469
-0.3 0.346453574 0.391881646 0.3813878155
-0.25 0.352703533 0.409364611 0.3866681168
-0.2 0.357943795 0.427135165 0.391042694
-0.15 0.362100718 0.445140927 0.3944793309
-0.1 0.365114444 0.463326174 0.3969525475
-0.05 0.366940774 0.481632572 0.3984439141
-9.3953E-15 0.367552597 0.5 0.3989422804
0.05 0.366940774 0.518367428 0.3984439141
 0.1 0.365114444 0.536673826 0.3969525475
0.15 0.362100718 0.554859073 0.3944793309
0.2 0.357943795 0.572864835 0.391042694
0.25 0.352703533 0.590635389 0.3866681168
0.3 0.346453574 0.608118354 0.3813878155
0.35 0.339279103 0.625265333 0.3752403469
0.4 0.331274372 0.642032423 0.3682701403
0.45 0.322540109 0.658380609 0.3605269625
0.5 0.313180911 0.674276018 0.3520653268
0.55 0.303302753 0.689690051 0.342943855
0.6 0.29301068 0.704599396 0.3332246029
0.65 0.282406762 0.718985924 0.3229723597
0.7 0.271588359 0.732836501 0.3122539334
0.75 0.260646717 0.74614271 0.3011374322
0.8 0.249665905 0.758900524 0.2896915528
0.85 0.238722081 0.771109922 0.2779848861
0.9 0.227883066 0.782774484 0.2660852499
0.95 0.217208182 0.793900969 0.2540590565
1 0.206748336 0.804498891 0.2419707245
1.05 0.196546279 0.814580103 0.2298821407
1.1 0.186637029 0.824158403 0.217852177
1.15 0.177048398 0.833249153 0.2059362687
1.2 0.167801587 0.841868943 0.194186055
1.25 0.158911838 0.850035266 0.1826490854
1.3 0.150389086 0.857766246 0.171368592
1.35 0.142238621 0.865080382 0.1603833273
1.4 0.134461717 0.871996336 0.1497274656
1.45 0.127056234 0.878532745 0.1394305664
1.5 0.120017175 0.884708067 0.1295175957
1.55 0.113337193 0.890540448 0.1200090007
1.6 0.107007057 0.896047618 0.1109208347
1.65 0.101016055 0.901246807 0.1022649246
1.7 0.095352353 0.906154679 0.0940490774
1.75 0.090003314 0.910787287 0.0862773188
1.8 0.084955759 0.915160036 0.0789501583
1.85 0.080196198 0.919287663 0.0720648743
1.9 0.075711018 0.923184228 0.0656158148
1.95 0.071486643 0.926863111 0.0595947061
2 0.067509661 0.930337016 0.0539909665
2.05 0.063766924 0.933617981 0.0487920186
2.1 0.060245635 0.936717399 0.043983596
2.15 0.056933402 0.939646029 0.0395500416
2.2 0.053818288 0.942414024 0.0354745928
2.25 0.05088884 0.945030952 0.0317396518
2.3 0.04813411 0.94750582 0.0283270377
2.35 0.045543666 0.949847101 0.0252182199
2.4 0.043107595 0.952062759 0.0223945303
2.45 0.040816498 0.954160276 0.0198373544
2.5 0.038661486 0.956146676 0.0175283005
2.55 0.036634161 0.958028552 0.0154493471
2.6 0.034726608 0.959812089 0.0135829692
2.65 0.032931376 0.961503085 0.0119122436
2.7 0.031241455 0.963106981 0.0104209348
2.75 0.029650264 0.964628876 0.0090935625
2.8 0.028151623 0.96607355 0.0079154516
2.85 0.02673974 0.967445484 0.0068727667
2.9 0.025409184 0.968748879 0.0059525324
2.95 0.02415487 0.969987673 0.0051426409
3 0.022972037 0.971165557 0.0044318484
3.05 0.02185623 0.972285994 0.0038097621
3.1 0.020803281 0.973352228 0.0032668191
3.15 0.019809291 0.974367304 0.0027942584
3.2 0.018870614 0.975334079 0.0023840882
3.25 0.017983843 0.97625523 0.0020290481
3.3 0.017145791 0.977133275 0.0017225689
3.35 0.016353478 0.977970572 0.0014587308
3.4 0.015604119 0.978769338 0.0012322192
3.45 0.014895111 0.979531656 0.0010382813
3.5 0.014224019 0.980259481 0.0008726827
3.55 0.013588566 0.980954652 0.0007316645
3.6 0.012986623 0.981618896 0.0006119019
3.65 0.012416199 0.982253839 0.000510465
3.7 0.01187543 0.98286101 0.0004247803
3.75 0.011362573 0.983441847 0.0003525957
3.8 0.010875996 0.983997705 0.0002919469
3.85 0.010414172 0.98452986 0.0002411266
3.9 0.009975671 0.985039511 0.0001986555
3.95 0.009559152 0.985527793 0.0001632564
4 0.009163361 0.985995772 0.0001338302
4.05 0.008787121 0.986444455 0.000109434
4.1 0.00842933 0.986874792 8.926166E-05
4.15 0.008088953 0.987287678 7.262593E-05
4.2 0.007765021 0.987683961 5.894307E-05
4.25 0.007456623 0.988064439 4.771864E-05
4.3 0.007162905 0.988429868 3.85352E-05
4.35 0.006883065 0.988780961 3.104141E-05
4.4 0.006616349 0.989118393 2.494247E-05
4.45 0.00636205 0.989442803 1.99918E-05
4.5 0.006119502 0.989754794 1.598374E-05
4.55 0.00588808 0.990054938 1.274733E-05
4.6 0.005667195 0.990343777 1.014085E-05
4.65 0.005456293 0.990621824 8.047182E-06
4.7 0.005254854 0.990889564 6.369825E-06
4.75 0.005062387 0.991147459 5.029507E-06
4.8 0.00487843 0.991395945 3.961299E-06
4.85 0.004702546 0.991635437 3.112176E-06
4.9 0.004534327 0.991866327 2.438961E-06
4.95 0.004373384 0.992088991 1.906601E-06
5 0.004219354 0.992303781 1.48672E-06