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

Prob. density
0.4
Fisher g 1= 0.000 Symmetric
Fisher g 2= Error -------
0.35
Quantiles Distribution function
r qr x F(x) 0.3
0.1 -1.64 -3 0.02883
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 Prob. density Column
Distribution function
function (see the spreadsheet beta.xls). The figure shows
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 g 1=0 (symmetric) and g 2=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

Distribution function
0.45 1.2

0.4
1
0.35

0.3 0.8

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
Prob. 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 0.000002439
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 0.000002439
4.95 0.004373384 0.992088991 1.906601E-06
5 0.004219354 0.992303781 1.48672E-06