t Location-Scale Distribution
Definition
The t location-scale distribution has the
density function
with location parameter µ, scale parameter σ >
0, and shape parameter ν > 0. If x has
a t location-scale distribution, with parameters µ, σ,
and ν, then
has a Student's t distribution with ν degrees
of freedom.
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Background
The t location-scale distribution is useful
for modeling data distributions with heavier tails (more prone to
outliers) than the normal distribution. It approaches the normal distribution
as ν approaches infinity, and smaller values
of ν yield heavier tails.
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Parameters
See mle, dfittool.
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See Also
Continuous Distributions (Statistics)
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 | Student's t Distribution | | Uniform Distribution (Continuous) |  |
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