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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