Student | t distribution and gamma distribution
StoryThestoryoftheStudent-tdistributionlargelyderivesfromitsrelationshipswithotherdistributions.OnewaytothinkaboutitisasliketheNormaldistribution[1]withheaviertails.ParametersTheStudent-tdistributionissymmetricallypeaked,anditspeakislocatedat(mu),thelocationparamter.Thepeak’swidthisdictatedbyscaleparameter(sigma),whichispositive.Finally,theshapeparameter,called“degreesoffreedom,”is(u).Thislastparameterimpartsthedistributionwithheavytailsforsmall(u).ReferencesNormaldistribution(distribution-e...
StoryThe story of the Student-t distribution largely derives from its relationships with other distributions. One way to think about it is as like the Normal distribution[1] with heavier tails.
ParametersThe Student-t distribution is symmetrically peaked, and its peak is located at (mu), the location paramter. The peak’s width is dictated by scale parameter (sigma), which is positive. Finally, the shape parameter, called “degrees of freedom,” is ( u). This last parameter imparts the distribution with heavy tails for small ( u).
References Normal distribution (distribution-explorer.github.io)