A t-distribution is a type of probability function that is used for estimating population parameters for small sample sizes or unknown variances.

The distribution of an arbitrary linear combination of Student-t random variables with odd degrees of freedom is derived. An easy method of expressing this distribution as a mixture of t-distributions ...

Student’s t -distribution has a nice property in that there is a very simple arithmetic relationship between its kurtosis and its degrees of freedom. The problem is that typical values of kurtosis for ...