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Download a pdf copy of this help file here |
Format: VoseStudent(n,
U)
The Student distribution plays an important part in statistics, as explained below. Examples of the Student-t distribution:
The most common use of the Student distribution is for the estimation of the mean of a (assumed Normally distributed) population where random samples from that population have been observed, and its standard deviation is unknown. The relationship:
Student(n) = Normal(0,SQRT(n/ChiSq(n)))
is at the centre of the method, discussed in more detail here. This is equivalent to a t-test in classical statistics.
Other sample statistics can be approximated to a Student distribution, and thus a Student distribution can be used to describe one's uncertainty about the parameter's true value: in regression analysis, for example.
First discovered by the English statistician William Sealy Gossett (1876-1937), whose employer (the brewery company, Guinness) forbade employees from publishing their work, so he wrote a paper under the pseudonym 'Student'.
As n increases, the Student-t distribution tends to a Normal(0, 1) distribution.
VoseStudent generates values from this distribution or calculates a percentile.
VoseStudentObject constructs a distribution object for this distribution. Professional and Industrial editions only.
VoseStudentProb returns the probability density or cumulative distribution function for this distribution. Professional and Industrial editions only.
VoseStudentProb10 returns the log10 of the probability density or cumulative distribution function. Professional and Industrial editions only.
VoseStudentFit generates values from this distribution fitted to data, or calculates a percentile from the fitted distribution. Professional and Industrial editions only.
VoseStudentFitObject constructs a distribution object of this distribution fitted to data. Professional and Industrial editions only.
VoseStudentFitP returns the parameters of this distribution fitted to data. Professional and Industrial editions only.
