Student-t Distribution

Basic References: Clculo de probabilidades y Estadstica . H. Fernndez-Abascal et al. (Ed. Ariel, Barcelona (SPAIN), 1994). Distributions in Stat
J. Wiley y Houghton M. Co., 1992, 1994, 1997). Copyright 2001 J.L. Rojo

Student
0.45

0.35

Prob. density

n=
3
The integer parameter, n,
E[X]=
0
Var(X)=
3.000
can be changed, with n>0
Std. Dev.=
1.732
Mode=
0
Med(X)=
0
Fisher g1=
0.000
Symmetric
Fisher g2=
Error
------Quantiles
Distribution function
qr
r
x
F(x)
0.1
-1.64
-3
0.02883
0.25
-0.76
-1
0.19550
0.5
0.00
0
0.50000
0.75
0.76
1
0.80450
0.9
1.64
2
0.93034
(Enter other x -values or r -percentages)

0.25

0.15

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

degrees of freedom, denoted t n (n being a positive

0.05

integer) can be defined as X=Z/(Y/n) 0.5 , with Z~ N (0,1)

and Y~ X n 2 independent random variables. Its probability
density equals f(x)= [n 0.5 b (1/2,n/2)] -1 (1+t 2 /n) -(n+1)/2 , b
being the beta function (see the spreadsheet beta.xls ).
The figure shows the similarity between t n and N (0,1)
distributions. The 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 )

-5

-4

-3

-2

-1

Prob. density

Probability for the range not covered by the figure (p[ |X| >

bution

elona (SPAIN), 1994). Distributions in Statistics . N.L. Johnson et al. (Vol. 1-4). (Ed.
Copyright 2001 J.L. Rojo

Student-t Distribution
0.45

1.2

0.4
1

0.3

0.8

0.25
0.6
0.2
0.15

0.4

0.1
0.2
0.05
0

0
0

N(0,1)

Distribution function

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

0.015392

Distribution function

0.35

ln(G((n+1)/2))=
0
ln(G(n/2))= -0.12078224
0.5ln(np)= 1.12167109
Constant=
0.3675526

-5
-4.95
-4.9
-4.85
-4.8
-4.75
-4.7
-4.65
-4.6
-4.55
-4.5
-4.45
-4.4
-4.35
-4.3
-4.25
-4.2
-4.15
-4.1
-4.05
-4
-3.95
-3.9
-3.85
-3.8
-3.75
-3.7
-3.65
-3.6
-3.55
-3.5
-3.45
-3.4
-3.35
-3.3
-3.25
-3.2
-3.15
-3.1
-3.05
-3
-2.95
-2.9
-2.85
-2.8
-2.75
-2.7
-2.65
-2.6
-2.55
-2.5
-2.45

0.00421935
0.00437338
0.00453433
0.00470255
0.00487843
0.00506239
0.00525485
0.00545629
0.00566719
0.00588808
0.0061195
0.00636205
0.00661635
0.00688306
0.0071629
0.00745662
0.00776502
0.00808895
0.00842933
0.00878712
0.00916336
0.00955915
0.00997567
0.01041417
0.010876
0.01136257
0.01187543
0.0124162
0.01298662
0.01358857
0.01422402
0.01489511
0.01560412
0.01635348
0.01714579
0.01798384
0.01887061
0.01980929
0.02080328
0.02185623
0.02297204
0.02415487
0.02540918
0.02673974
0.02815162
0.02965026
0.03124146
0.03293138
0.03472661
0.03663416
0.03866149
0.0408165

0.00769622
0.00791101
0.00813367
0.00836456
0.00860406
0.00885254
0.00911044
0.00937818
0.00965622
0.00994506
0.01024521
0.0105572
0.01088161
0.01121904
0.01157013
0.01193556
0.01231604
0.01271232
0.01312521
0.01355555
0.01400423
0.01447221
0.01496049
0.01547014
0.01600229
0.01655815
0.01713899
0.01774616
0.0183811
0.01904535
0.01974052
0.02046834
0.02123066
0.02202943
0.02286673
0.02374477
0.02466592
0.0256327
0.02664777
0.02771401
0.02883444
0.03001233
0.03125112
0.03255452
0.03392645
0.03537112
0.03689302
0.03849691
0.04018791
0.04197145
0.04385332
0.04583972

1.48672E-06
1.9066E-06
2.43896E-06
3.11218E-06
3.9613E-06
5.02951E-06
6.36983E-06
8.04718E-06
1.01409E-05
1.27473E-05
1.59837E-05
1.99918E-05
2.49425E-05
3.10414E-05
3.85352E-05
4.77186E-05
5.89431E-05
7.26259E-05
8.92617E-05
0.000109434
0.00013383
0.000163256
0.000198655
0.000241127
0.000291947
0.000352596
0.00042478
0.000510465
0.000611902
0.000731664
0.000872683
0.001038281
0.001232219
0.001458731
0.001722569
0.002029048
0.002384088
0.002794258
0.003266819
0.003809762
0.004431848
0.005142641
0.005952532
0.006872767
0.007915452
0.009093563
0.010420935
0.011912244
0.013582969
0.015449347
0.0175283
0.019837354

-2.4
-2.35
-2.3
-2.25
-2.2
-2.15
-2.1
-2.05
-2
-1.95
-1.9
-1.85
-1.8
-1.75
-1.7
-1.65
-1.6
-1.55
-1.5
-1.45
-1.4
-1.35
-1.3
-1.25
-1.2
-1.15
-1.1
-1.05
-1
-0.95
-0.9
-0.85
-0.8
-0.75
-0.7
-0.65
-0.6
-0.55
-0.5
-0.45
-0.4
-0.35
-0.3
-0.25
-0.2
-0.15
-0.1
-0.05
-9.3953E-15
0.05
0.1
0.15

0.04310759
0.04554367
0.04813411
0.05088884
0.05381829
0.0569334
0.06024564
0.06376692
0.06750966
0.07148664
0.07571102
0.0801962
0.08495576
0.09000331
0.09535235
0.10101605
0.10700706
0.11333719
0.12001717
0.12705623
0.13446172
0.14223862
0.15038909
0.15891184
0.16780159
0.1770484
0.18663703
0.19654628
0.20674834
0.21720818
0.22788307
0.23872208
0.2496659
0.26064672
0.27158836
0.28240676
0.29301068
0.30330275
0.31318091
0.32254011
0.33127437
0.3392791
0.34645357
0.35270353
0.35794379
0.36210072
0.36511444
0.36694077
0.3675526
0.36694077
0.36511444
0.36210072

0.04793724
0.0501529
0.05249418
0.05496905
0.05758598
0.06035397
0.0632826
0.06638202
0.06966298
0.07313689
0.07681577
0.08071234
0.08483996
0.08921271
0.09384532
0.09875319
0.10395238
0.10945955
0.11529193
0.12146725
0.12800366
0.13491962
0.14223375
0.14996473
0.15813106
0.16675085
0.1758416
0.1854199
0.19550111
0.20609903
0.21722552
0.22889008
0.24109948
0.25385729
0.2671635
0.28101408
0.2954006
0.31030995
0.32572398
0.34161939
0.35796758
0.37473467
0.39188165
0.40936461
0.42713516
0.44514093
0.46332617
0.48163257
0.5
0.51836743
0.53667383
0.55485907

0.02239453
0.02521822
0.028327038
0.031739652
0.035474593
0.039550042
0.043983596
0.048792019
0.053990967
0.059594706
0.065615815
0.072064874
0.078950158
0.086277319
0.094049077
0.102264925
0.110920835
0.120009001
0.129517596
0.139430566
0.149727466
0.160383327
0.171368592
0.182649085
0.194186055
0.205936269
0.217852177
0.229882141
0.241970725
0.254059056
0.26608525
0.277984886
0.289691553
0.301137432
0.312253933
0.32297236
0.333224603
0.342943855
0.352065327
0.360526962
0.36827014
0.375240347
0.381387815
0.386668117
0.391042694
0.394479331
0.396952547
0.398443914
0.39894228
0.398443914
0.396952547
0.394479331

0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.55
0.6
0.65
0.7
0.75
0.8
0.85
0.9
0.95
1
1.05
1.1
1.15
1.2
1.25
1.3
1.35
1.4
1.45
1.5
1.55
1.6
1.65
1.7
1.75
1.8
1.85
1.9
1.95
2
2.05
2.1
2.15
2.2
2.25
2.3
2.35
2.4
2.45
2.5
2.55
2.6
2.65
2.7
2.75

0.35794379
0.35270353
0.34645357
0.3392791
0.33127437
0.32254011
0.31318091
0.30330275
0.29301068
0.28240676
0.27158836
0.26064672
0.2496659
0.23872208
0.22788307
0.21720818
0.20674834
0.19654628
0.18663703
0.1770484
0.16780159
0.15891184
0.15038909
0.14223862
0.13446172
0.12705623
0.12001717
0.11333719
0.10700706
0.10101605
0.09535235
0.09000331
0.08495576
0.0801962
0.07571102
0.07148664
0.06750966
0.06376692
0.06024564
0.0569334
0.05381829
0.05088884
0.04813411
0.04554367
0.04310759
0.0408165
0.03866149
0.03663416
0.03472661
0.03293138
0.03124146
0.02965026

0.57286484
0.59063539
0.60811835
0.62526533
0.64203242
0.65838061
0.67427602
0.68969005
0.7045994
0.71898592
0.7328365
0.74614271
0.75890052
0.77110992
0.78277448
0.79390097
0.80449889
0.8145801
0.8241584
0.83324915
0.84186894
0.85003527
0.85776625
0.86508038
0.87199634
0.87853275
0.88470807
0.89054045
0.89604762
0.90124681
0.90615468
0.91078729
0.91516004
0.91928766
0.92318423
0.92686311
0.93033702
0.93361798
0.9367174
0.93964603
0.94241402
0.94503095
0.94750582
0.9498471
0.95206276
0.95416028
0.95614668
0.95802855
0.95981209
0.96150309
0.96310698
0.96462888

0.391042694
0.386668117
0.381387815
0.375240347
0.36827014
0.360526962
0.352065327
0.342943855
0.333224603
0.32297236
0.312253933
0.301137432
0.289691553
0.277984886
0.26608525
0.254059056
0.241970725
0.229882141
0.217852177
0.205936269
0.194186055
0.182649085
0.171368592
0.160383327
0.149727466
0.139430566
0.129517596
0.120009001
0.110920835
0.102264925
0.094049077
0.086277319
0.078950158
0.072064874
0.065615815
0.059594706
0.053990967
0.048792019
0.043983596
0.039550042
0.035474593
0.031739652
0.028327038
0.02521822
0.02239453
0.019837354
0.0175283
0.015449347
0.013582969
0.011912244
0.010420935
0.009093563

2.8
2.85
2.9
2.95
3
3.05
3.1
3.15
3.2
3.25
3.3
3.35
3.4
3.45
3.5
3.55
3.6
3.65
3.7
3.75
3.8
3.85
3.9
3.95
4
4.05
4.1
4.15
4.2
4.25
4.3
4.35
4.4
4.45
4.5
4.55
4.6
4.65
4.7
4.75
4.8
4.85
4.9
4.95
5

0.02815162
0.02673974
0.02540918
0.02415487
0.02297204
0.02185623
0.02080328
0.01980929
0.01887061
0.01798384
0.01714579
0.01635348
0.01560412
0.01489511
0.01422402
0.01358857
0.01298662
0.0124162
0.01187543
0.01136257
0.010876
0.01041417
0.00997567
0.00955915
0.00916336
0.00878712
0.00842933
0.00808895
0.00776502
0.00745662
0.0071629
0.00688306
0.00661635
0.00636205
0.0061195
0.00588808
0.00566719
0.00545629
0.00525485
0.00506239
0.00487843
0.00470255
0.00453433
0.00437338
0.00421935

0.96607355
0.96744548
0.96874888
0.96998767
0.97116556
0.97228599
0.97335223
0.9743673
0.97533408
0.97625523
0.97713327
0.97797057
0.97876934
0.97953166
0.98025948
0.98095465
0.9816189
0.98225384
0.98286101
0.98344185
0.98399771
0.98452986
0.98503951
0.98552779
0.98599577
0.98644445
0.98687479
0.98728768
0.98768396
0.98806444
0.98842987
0.98878096
0.98911839
0.9894428
0.98975479
0.99005494
0.99034378
0.99062182
0.99088956
0.99114746
0.99139594
0.99163544
0.99186633
0.99208899
0.99230378

0.007915452
0.006872767
0.005952532
0.005142641
0.004431848
0.003809762
0.003266819
0.002794258
0.002384088
0.002029048
0.001722569
0.001458731
0.001232219
0.001038281
0.000872683
0.000731664
0.000611902
0.000510465
0.00042478
0.000352596
0.000291947
0.000241127
0.000198655
0.000163256
0.00013383
0.000109434
8.92617E-05
7.26259E-05
5.89431E-05
4.77186E-05
3.85352E-05
3.10414E-05
2.49425E-05
1.99918E-05
1.59837E-05
1.27473E-05
1.01409E-05
8.04718E-06
6.36983E-06
5.02951E-06
3.9613E-06
3.11218E-06
2.43896E-06
1.9066E-06
1.48672E-06