---
tag: 09RTQRK5PC
kind: concept
name: Student's t-distribution
aliases: [t-distribution, students-t-distribution]
msc: ["60E05", "62E15"]
sources:
  - url: https://en.wikipedia.org/wiki/Student's_t-distribution
    locator: lead section
same_as:
  wikidata: Q576072
  wikipedia: Student's t-distribution
---

## Summary

Student's t-distribution is a continuous law on $\mathbb{R}$ that is symmetric about $0$ and bell-shaped, like the standard normal law, but with heavier tails. It is the law of the standardized sample mean when one estimates the standard deviation from the data.
The node [[Student's t-distribution|0NQ5798SB1]] gives the precise definition.

## Remarks

William Sealy Gosset published the distribution in 1908 under the pen name "Student".
