• Thumbnail for Student's t-distribution
    statistics, Student's t distribution (or simply the t distribution)   t ν   {\displaystyle \ t_{\nu }\ } is a continuous probability distribution that generalizes...
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  • follows a Student's t-distribution under the null hypothesis. It is most commonly applied when the test statistic would follow a normal distribution if the...
    50 KB (6,785 words) - 15:20, 2 November 2024
  • The phrase "T distribution" may refer to Student's t-distribution in univariate probability theory, Hotelling's T-square distribution in multivariate...
    237 bytes (56 words) - 17:22, 8 January 2019
  • Thumbnail for Hotelling's T-squared distribution
    as the distribution of a set of sample statistics that are natural generalizations of the statistics underlying the Student's t-distribution. The Hotelling's...
    18 KB (1,980 words) - 21:40, 18 September 2024
  • It is a generalization to random vectors of the Student's t-distribution, which is a distribution applicable to univariate random variables. While the...
    31 KB (5,718 words) - 10:45, 19 October 2024
  • called studentized residuals. Mathematics portal F-test t2-statistic Student's T-Distribution Student's t-test Hypothesis testing Folded-t and half-t distributions...
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  • Thumbnail for Noncentral t-distribution
    noncentral t-distribution generalizes Student's t-distribution using a noncentrality parameter. Whereas the central probability distribution describes...
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  • accordance with a Student's t-distribution. If X is a random variable with a Student's t-distribution, then Y = exp(X) has a log-t distribution; likewise, if...
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  • under the pseudonym "Student" (e.g., Student's distribution). Dividing a statistic by a sample standard deviation is called studentizing, in analogy with...
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  • Thumbnail for Pearson correlation coefficient
    bivariate normal distribution, the sampling distribution of the studentized Pearson's correlation coefficient follows Student's t-distribution with degrees...
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  • Thumbnail for William Sealy Gosset
    under the pen name Student and developed most famously Student's t-distribution – originally called Student's "z" – and "Student's test of statistical...
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  • Thumbnail for Quantile function
    doi:10.1145/168173.168387 Refinement of the Normal Quantile New Methods for Managing "Student's" T Distribution ACM Algorithm 396: Student's t-Quantiles...
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  • Thumbnail for Q-Gaussian distribution
    still lacking. In the heavy tail regions, the distribution is equivalent to the Student's t-distribution with a direct mapping between q and the degrees...
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  • Thumbnail for Cauchy distribution
    distribution is the Student's t-distribution with one degree of freedom, and so it may be constructed by any method that constructs the Student's t-distribution...
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  • Thumbnail for Normal distribution
    {\textstyle 2k} , for large k {\textstyle k} . The Student's t-distribution t ( ν ) {\textstyle t(\nu )} is approximately normal with mean 0 and variance...
    152 KB (22,803 words) - 09:48, 21 November 2024
  • In statistics, the folded-t and half-t distributions are derived from Student's t-distribution by taking the absolute values of variates. This is analogous...
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  • generalization of the Student's t-distribution. The negative multinomial distribution, a generalization of the negative binomial distribution. The Dirichlet...
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  • Thumbnail for Chi-squared distribution
    chi-squared distribution is a transformation of Pareto distribution Student's t-distribution is a transformation of chi-squared distribution Student's t-distribution...
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  • Thumbnail for Pearson distribution
    1895 paper introduced the type IV distribution, which contains Student's t-distribution as a special case, predating William Sealy Gosset's subsequent...
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  • Student's t-test, a statistical technique Student's t-distribution, a probability distribution The Student (disambiguation) This disambiguation page lists...
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  • conjugacy. For example, the Student's t-distribution can be defined as the prior predictive distribution of a normal distribution with known mean μ but unknown...
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  • Thumbnail for Rayleigh distribution
    correlations (Hoyt distribution), or when the vector Y follows a bivariate Student t-distribution (see also: Hotelling's T-squared distribution). The raw moments...
    16 KB (2,183 words) - 11:03, 20 July 2024
  • statistics, the skewed generalized "t" distribution is a family of continuous probability distributions. The distribution was first introduced by Panayiotis...
    18 KB (3,598 words) - 20:38, 4 January 2024
  • Thumbnail for Probability distribution
    of normally distributed samples (see chi-squared test) Student's t distribution, the distribution of the ratio of a standard normal variable and the square...
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  • Thumbnail for Studentized range distribution
    question (i.e. whether μ1 = μ2), the studentized range distribution is similar to the Student's t distribution, differing only in that the first takes...
    13 KB (2,120 words) - 18:12, 15 April 2022
  • parameter of a distribution is zero, the distribution is identical to a distribution in the central family. For example, the Student's t-distribution is the central...
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  • leptokurtic distribution has fatter tails. Examples of leptokurtic distributions include the Student's t-distribution, Rayleigh distribution, Laplace distribution...
    37 KB (5,292 words) - 12:52, 20 November 2024
  • payoff of a portfolio X {\displaystyle X} follows generalized Student's t-distribution with the p.d.f. f ( x ) = Γ ( ν + 1 2 ) Γ ( ν 2 ) π ν σ ( 1 + 1...
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  • is the standard t-distribution quantile. If the loss of a portfolio L {\displaystyle L} follows generalized Student's t-distribution, the expected shortfall...
    34 KB (6,445 words) - 06:12, 21 April 2024
  • belong to a Student's t-distribution with n − m degrees of freedom. When n ≫ m Student's t-distribution approximates a normal distribution. Note, however...
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