Derivation of The T-Distribution: T U V/N
Derivation of The T-Distribution: T U V/N
Derivation of The T-Distribution: T U V/N
Shoichi Midorikawa
1
The integrand of the right hand side can be represented by using the gamma
function, ∫ ∞
Γ(α) = xα−1 e−x dx.
0
Thus we obtain
( )−(n+1)/2
Γ(n + 1)/2) t2
fn (t) = √ 1+
πn Γ(n/2) n
0.4 N(0, 1)
n= 1
n= 3
n=10
n=30
0.3
0.2
0.1
0
-4 -2 0 2 4