Student-t distribution

(35 minutes to learn)


The student-t distribution is a continuous probability distribution motivated by estimating the mean of a Gaussian population with unknown variance.


This concept has the prerequisites:


  • Understand how the student-t distribution is defined in terms of samples drawn from a normal distribution.
  • Know how the shape of the distribution depends on the degrees of freedom (few degrees of freedom gives a heavy-tailed distribution, many degrees of freedom means approximately normal)

Core resources (read/watch one of the following)


See also