Wikipedia

User:Beakerboy/Studentized range distribution

< User:Beakerboy
This page is about the mathematics of Student's t-distribution. For its uses in statistics, see Student's t-test.
Studentized Range Distribution
Parameters degrees of freedom (real)
Support x ∈ [0; +∞)

In probability and statistics,

History and etymology

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How Student's distribution arises from sampling

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Definition

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Probability density function

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Cumulative distribution function

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Special cases

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When k=2, the distribution becomes Student's T Distribution * sqrt(2).

How the -distribution arises

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Sampling distribution

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Characterization

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As the distribution of a test statistic

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Derivation

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As a maximum entropy distribution

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Properties

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Moments

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Monte Carlo sampling

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Integral of Student's probability density function and p-value

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Differential equation

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References

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