The Student's T Distribution

Background

Definitions

Validity Checks

Cumulative Distribution Function (CDF).

Expected Value.

Variance/Standard Deviation.

Computational Formulæ for the Mean and Variance

Probability Computations

Percentiles

NOTE:  1 simply specifies a starting value for the "FindRoot" search. Since the T is symmetric about 0, zero potentially a problematic choice as a starting point; we select a suitable start by inspecting the plot of the PDF.

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Created by Mathematica  (July 20, 2006)