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Student's t-distribution

Probability distribution

Student's t-distribution

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In probability theory and statistics, Student's t distribution (or simply the t distribution) t ν {\displaystyle t_{\nu }} is a continuous probability distribution that generalizes the standard normal distribution. Like the latter, it is symmetric around zero and bell-shaped. However, t ν {\displaystyle t_{\nu }} has heavier tails, and the amount of probability mass in the tails is controlled by the parameter ν {\displaystyle \nu } . For ν = 1 {\displaystyle \nu =1} the Student's t distribution t ν {\displaystyle t_{\nu }} becomes the standard Cauchy distribution, which has very "fat" tails; whereas...

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