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English
Etymology
From the pen-name of Irish statistician William Sealy Gosset, which he used for a 1908 paper in Biometrika, under the pseudonym Student. The distribution was popularised through the work of Ronald Fisher, who referred to it as Student's distribution and used the letter t to represent the test value.
Noun
Student's t distribution (plural Student's t distributions)
- (statistics) A distribution that arises when the population standard deviation is unknown and has to be estimated from the data.
2009, Francesco Sardanelli, Giovanni Di Leo, “Biostatistics for Radiologists: Planning, Performing, and Writing a Radiologic Study”, in , Springer, page 59:A complete description of the Student's t distribution is beyond the aims of this book.
2011, Rand Wilcox, Modern Statistics for the Social and Behavioral Sciences: A Practical Introduction, Taylor & Francis (CRC Press), page 155:In contrast, the 0.95 confidence interval for μ is (577.1,623.4), assuming T does indeed have a Student's t distribution.
2012, Paul D. Kaplan, Frontiers of Modern Asset Allocation, Wiley, page 358:Markowitz contends that the weight of the evidence supports a conclusion that the Student's t-distribution is a better model of stock returns than either the normal distribution or the stable Paretian.
2013, Manuel Ammann, Stephan Süss, “Asymmetric dependence patterns in financial time series”, in Alexandra Dias, Mark Salmon, Chris Adcock, editors, Copulae and Multivariate Probability Distributions in Finance, Taylor & Francis (Routledge), page 95:To the best of our knowledge, our study is the first empirical implementation of the skewed t-copula to generate meta-skewed Student's t-distributions.
2014, Mohammad Ahsanullah, B.M. Golam Kibria, Mohammad Shakil, Normal and Student's t Distributions and Their Applications, Springer, page 51:The graph of the probability density function of the Student's t distribution is a symmetric and bell-shaped curve, differing for different sample sizes.
Usage notes
- Sometimes referred to as Student's t distribution (a noun phrase with Student's used as determiner).
- The isolated letter t is often italicised.
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