StudentTDistribution

Create a Student’s t-distribution from scale or variance.

Declaration 

 self = StudentTDistribution(nu=<value>,sigma=<value>)

Parameters

  • options.nu positive degrees of freedom
  • options.sigma optional positive scale parameter
  • options.variance optional positive total variance for nu > 2

Returns

  • self StudentTDistribution instance

Discussion

Supply exactly one of sigma or variance together with the degrees of freedom nu. The variance parameterization is only valid for \(\nu > 2.\)