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Student[Statistics]

 StudentTRandomVariable
 Student-t random variable

 Calling Sequence StudentTRandomVariable(nu)

Parameters

 nu - degrees of freedom

Description

 • The Student-t distribution is a continuous probability random variable with probability density function given by:

$f\left(t\right)=\frac{\mathrm{\Gamma }\left(\frac{\mathrm{\nu }}{2}+\frac{1}{2}\right)}{\sqrt{\mathrm{\pi }\mathrm{\nu }}\mathrm{\Gamma }\left(\frac{\mathrm{\nu }}{2}\right){\left(1+\frac{{t}^{2}}{\mathrm{\nu }}\right)}^{\frac{\mathrm{\nu }}{2}+\frac{1}{2}}}$

 subject to the following conditions:

$0<\mathrm{\nu }$

 • The StudentT variate is related to the Normal variate and the ChiSquare variate by the formula StudentT(nu) ~ Normal(0,1)/sqrt(ChiSquare(nu)/nu)
 • The StudentT variate with degrees of freedom 1 is related to the standard Cauchy variate by StudentT(1) ~ Cauchy(0,1).

Examples

 > $\mathrm{with}\left(\mathrm{Student}[\mathrm{Statistics}]\right):$
 > $X≔\mathrm{StudentTRandomVariable}\left(\mathrm{ν}\right):$
 > $\mathrm{PDF}\left(X,u\right)$
 $\frac{{\mathrm{Γ}}{}\left(\frac{{1}}{{2}}{}{\mathrm{ν}}{+}\frac{{1}}{{2}}\right)}{\sqrt{{\mathrm{π}}{}{\mathrm{ν}}}{}{\mathrm{Γ}}{}\left(\frac{{1}}{{2}}{}{\mathrm{ν}}\right){}{\left({1}{+}\frac{{{u}}^{{2}}}{{\mathrm{ν}}}\right)}^{\frac{{1}}{{2}}{}{\mathrm{ν}}{+}\frac{{1}}{{2}}}}$ (1)
 > $\mathrm{PDF}\left(X,0.5\right)$
 $\frac{{0.5641895835}{}{\mathrm{Γ}}{}\left({0.5000000000}{}{\mathrm{ν}}{+}{0.5000000000}\right)}{\sqrt{{\mathrm{ν}}}{}{\mathrm{Γ}}{}\left({0.5000000000}{}{\mathrm{ν}}\right){}{\left({1.}{+}\frac{{0.25}}{{\mathrm{ν}}}\right)}^{{0.5000000000}{}{\mathrm{ν}}{+}{0.5000000000}}}$ (2)
 > $\mathrm{Mean}\left(X\right)$
 ${{}\begin{array}{cc}{\mathrm{undefined}}& {\mathrm{ν}}{\le }{1}\\ {0}& {\mathrm{otherwise}}\end{array}$ (3)
 > $\mathrm{Variance}\left(X\right)$
 ${{}\begin{array}{cc}{\mathrm{undefined}}& {\mathrm{ν}}{\le }{2}\\ \frac{{\mathrm{ν}}}{{-}{2}{+}{\mathrm{ν}}}& {\mathrm{otherwise}}\end{array}$ (4)
 > $Y≔\mathrm{StudentTRandomVariable}\left(5\right):$
 > $\mathrm{PDF}\left(Y,x,\mathrm{output}=\mathrm{plot}\right)$ > $\mathrm{CDF}\left(Y,x\right)$
 $\frac{{1}}{{2}}{+}\frac{{8}}{{15}}{}\frac{{x}{}{\mathrm{hypergeom}}{}\left(\left[\frac{{1}}{{2}}{,}{3}\right]{,}\left[\frac{{3}}{{2}}\right]{,}{-}\frac{{1}}{{5}}{}{{x}}^{{2}}\right){}\sqrt{{5}}}{{\mathrm{π}}}$ (5)
 > $\mathrm{CDF}\left(Y,3,\mathrm{output}=\mathrm{plot}\right)$ References

 Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.
 Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
 Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.

Compatibility

 • The Student[Statistics][StudentTRandomVariable] command was introduced in Maple 18.
 • For more information on Maple 18 changes, see Updates in Maple 18.

 See Also