WikiLeanRecent changes · Proposals · Flags · Stats · About

Diff — Student's t-distribution

Revision #671 → #1602 · back to history

addedStudent's t distribution77f264fe7787
addedCauchy and normal limiting cases68e14c7266f6
addedLocation-scale form generalizes normal / Bayesian compound9d82edbf1a4a
addedProbability density functionb19af0767db7
addedPDF is symmetric and bell-shapedffcbab120f63
addedt distribution approaches normal as df grows00e1c421c5d0
addedCumulative distribution functioned88bdfed12b
addedAlternative CDF formula via hypergeometric function02fff9fbe6b9
addedRaw moments of the t distributiondebc8c434880
addedMoments of order ν or higher do not existc137c5ba0783
addedSimplified even-order moments4ab7eb7f5b0f
addedMean, variance, skewness, kurtosis9be594b2f4f1
addedt distribution as distribution of test statistic T22712cb6fe84
addedNoncentral t-distributionc6a958851dec
addedScaled sample variance is chi-squared (Cochran)8edbb5cb9eee
addedStandardized sample mean is standard normal9035cf1d4822
addedPivotal quantity has Student's t-distribution1a447ab614e5
addedT depends on ν but not μ or σ988761b74b03
addedOne-sample t statistic is Student's t distributed1c05d7c520c0
addedt statistic is a pivotal quantity9fd2263e8ec3
addedMLE-based statistic is location-scale t distributedb85e9a7aa6a4
addedCompound of normal with inverse gamma over variance51c47ddcc231
addedEquivalent compound with scaled-inverse-chi-squared4e011d61768f
addedt distribution as maximum entropy distributioncf79281a39f9
addedIntegral A(t|ν) of the density5ebebf9e4d37
addedNoncentral t distribution5836b216f4b8
addedDiscrete Student's t distribution008c8d732ccf
addedSampling via ratio of normal and chi-squared roota6240cccec2c
addedt distribution as a ratio distribution0ced06af0050
addedSquare of t_n is F(1,n)712acde250fc
addedLocation-scale t distribution04c9e361e4a7
addedDensity of the location-scale t distribution100851440eb0
addedLocation-scale t normal limitc01824b71e04
addedLocation-scale t with ν=1 is Cauchy2858ee9036d6
addedLocation-scale t reduces to standard td550b749c49b
addedSpearman's rho approximated by t distribution824560d24499
addedConfidence interval for the meane039b0b386c2
addedOne-sided upper confidence limit83762a79a1bc
addedPrediction interval from t distribution3a72a01123c5
addedMarginal of normal with inverse-gamma prior is t1c1203e37999
addedStudent's t process588f4f389146
addedConfidence interval computation examplee0a143cf0c1e