t distribution

noun

Definition of t distribution

: a probability density function that is used especially in testing hypotheses concerning means of normal distributions whose standard deviations are unknown and that is the distribution of a random variable {latex}t = \frac{u\sqrt{n}}{v}{/latex} where u and v are themselves independent random variables and u has a normal distribution with mean 0 and a standard deviation of 1 and v2 has a chi-square distribution with n degrees of freedom

called also student's t distribution

First Known Use of t distribution

circa 1957, in the meaning defined above

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