Definition: Non-standardized t-distribution
Index: The Book of Statistical Proofs ▷ Probability Distributions ▷ Univariate continuous distributions ▷ t-distribution ▷ Non-standardized t-distribution
Sources:
Metadata: ID: D152 | shortcut: nst | author: JoramSoch | date: 2021-05-20, 07:35.
Definition: Let $X$ be a random variable following a Student’s t-distribution with $\nu$ degrees of freedom. Then, the random variable
\[\label{eq:Y} Y = \sigma X + \mu\]is said to follow a non-standardized t-distribution with non-centrality $\mu$, scale $\sigma^2$ and degrees of freedom $\nu$:
\[\label{eq:nct} Y \sim \mathrm{nst}(\mu, \sigma^2, \nu) \; .\]- Wikipedia (2021): "Student's t-distribution"; in: Wikipedia, the free encyclopedia, retrieved on 2021-05-20; URL: https://en.wikipedia.org/wiki/Student%27s_t-distribution#Generalized_Student's_t-distribution.
Metadata: ID: D152 | shortcut: nst | author: JoramSoch | date: 2021-05-20, 07:35.