A.8 Student’s t distribution

X has a Student’s t distribution on ν degrees of freedom, denoted

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if it has the same distribution as

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where  and  are independent, or equivalently if X has density

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It follows that if  are independently  and

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then

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The mean and variance are

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Because the distribution is symmetrical and unimodal, the median and mode both equal the mean, that is

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As the distribution approaches ...

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