Definition:Student's t-Distribution

Definition
Let $X$ be a continuous random variable on a probability space $\struct {\Omega, \Sigma, \Pr}$.

Let $\Img X = \R$.

$X$ is said to have a $t$-distribution with $k$ degrees of freedom it has probability density function:


 * $\map {f_X} x = \dfrac {\map \Gamma {\frac {k + 1} 2} } {\sqrt {\pi k} \map \Gamma {\frac k 2} } \paren {1 + \dfrac {x^2} k}^{-\frac {k + 1} 2}$

for some $k \in \R_{> 0}$.

This is written:


 * $X \sim \StudentT k$