A statistical distribution published by William Gosset in 1908. His employer, Guinness Breweries, required him to publish under a pseudonym, so he chose "Student." Given
independent measurements
, let
(1) |
where
is the population mean,
is the sample mean, and
is the estimator for population standard deviation (i.e., the sample variance) defined by
(2) |
Student's
-distribution is defined as the distribution of the random variable
which is (very loosely) the "best" that we can do not knowing
.
The Student's
-distribution with
degrees of freedom is implemented in Mathematica as StudentTDistribution[n].
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