Student-t distribution

(35 minutes to learn)

Summary

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

Context

This concept has the prerequisites:

Goals

  • 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)

-Paid-

See also