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 gives the precise definition.

Remarks

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