Читать книгу Introduction to Statistical Process Control - Muhammad Amir Aslam - Страница 23

Another most commonly used probability distribution is the Student's t‐distribution, which was discovered by the English statistician William Sealy Gossett (1876–1937), when he published his paper with the pseudonym, “Student.” This distribution is used for the estimation of the population mean when a sample of v assumed to be normally distributed from that population. If x is a random variable, then the heavy tailed symmetrical t‐distribution is defined as

with mean zero and variance

As v increases, the Student's t‐distribution tends to a normal (0, 1) distribution.