The Student-t distribution is a continuous probability random variable with probability density function given by:

subject to the following conditions:

The StudentT variate is related to the Normal variate and the ChiSquare variate by the formula StudentT(nu) ~ Normal(0,1)/sqrt(ChiSquare(nu)/nu)

The StudentT variate with degrees of freedom 1 is related to the standard Cauchy variate by StudentT(1) ~ Cauchy(0,1).

$\mathrm{with}\left(\mathrm{Student}\left[\mathrm{Statistics}\right]\right)\:$

$X≔\mathrm{StudentTRandomVariable}\left(\mathrm{\nu }\right)\:$

$\mathrm{PDF}\left(X\,u\right)$

$\frac{\mathrm{\Gamma }\left(\frac{\mathrm{\nu }}{2}+\frac{1}{2}\right)}{\sqrt{\mathrm{\pi }\mathrm{\nu }}\mathrm{\Gamma }\left(\frac{\mathrm{\nu }}{2}\right){\left(1+\frac{u^2}{\mathrm{\nu }}\right)}^{\frac{\mathrm{\nu }}{2}+\frac{1}{2}}}$

$\mathrm{PDF}\left(X\,0.5\right)$

$\frac{0.5641895835\mathrm{\Gamma }\left(0.5000000000\mathrm{\nu }+0.5000000000\right)}{\sqrt{\mathrm{\nu }}\mathrm{\Gamma }\left(0.5000000000\mathrm{\nu }\right){\left(1.+\frac{0.25}{\mathrm{\nu }}\right)}^{0.5000000000\mathrm{\nu }+0.5000000000}}$

$\mathrm{Mean}\left(X\right)$

$\left\{\begin{array}{cc}\mathrm{undefined}& \mathrm{\nu }\le 1\\ 0& \mathrm{otherwise}\end{array}\right.$

$\mathrm{Variance}\left(X\right)$

$\left\{\begin{array}{cc}\mathrm{undefined}& \mathrm{\nu }\le 2\\ \frac{\mathrm{\nu }}{\mathrm{\nu }-2}& \mathrm{otherwise}\end{array}\right.$

$Y≔\mathrm{StudentTRandomVariable}\left(5\right)\:$

$\mathrm{PDF}\left(Y\,x\,\mathrm{output}=\mathrm{plot}\right)$

$\mathrm{CDF}\left(Y\,x\right)$

$\frac{1}{2}+\frac{8x\mathrm{hypergeom}\left(\left[\frac{1}{2}\,3\right]\,\left[\frac{3}{2}\right]\,-\frac{x^2}{5}\right)\sqrt{5}}{15\mathrm{\pi }}$

$\mathrm{CDF}\left(Y\,3\,\mathrm{output}=\mathrm{plot}\right)$

Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.

Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.

Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.

The Student[Statistics][StudentTRandomVariable] command was introduced in Maple 18.

For more information on Maple 18 changes, see Updates in Maple 18.