Student's t-distribution

Student's t
Probability density function
Cumulative distribution function
Parameters	$\nu >0$ $\nu >0$ degrees of freedom (real)
Support	x ∈ (−∞; +∞)
PDF	$\textstyle {\frac {\Gamma \left({\frac {\nu +1}{2}}\right)}{{\sqrt {\nu \pi }}\,\Gamma \left({\frac {\nu }{2}}\right)}}\left(1+{\frac {x^{2}}{\nu }}\right)^{-{\frac {\nu +1}{2}}}\!$ $\textstyle\frac{\Gamma \left(\frac{\nu+1}{2} \right)} {\sqrt{\nu\pi}\,\Gamma \left(\frac{\nu}{2} \right)} \left(1+\frac{x^2}{\nu} \right)^{-\frac{\nu+1}{2}}\!$
CDF	${\begin{matrix}{\frac {1}{2}}+x\Gamma \left({\frac {\nu +1}{2}}\right)\times \\[0.5em]{\frac {\,_{2}F_{1}\left({\frac {1}{2}},{\frac {\nu +1}{2}};{\frac {3}{2}};-{\frac {x^{2}}{\nu }}\right)}{{\sqrt {\pi \nu }}\,\Gamma \left({\frac {\nu }{2}}\right)}}\end{matrix}}$ $\begin{matrix} \frac{1}{2} + x \Gamma \left( \frac{\nu+1}{2} \right) \times\\[0.5em] \frac{\,_2F_1 \left ( \frac{1}{2},\frac{\nu+1}{2};\frac{3}{2}; -\frac{x^2}{\nu} \right)} {\sqrt{\pi\nu}\,\Gamma \left(\frac{\nu}{2}\right)} \end{matrix}$ where ₂F₁ is the hypergeometric function
Mean	0 for $\nu >1$ $\nu > 1$ , otherwise undefined
Median	0
Mode	0
Variance	$\textstyle {\frac {\nu }{\nu -2}}$ $\textstyle\frac{\nu}{\nu-2}$ for $\nu >2$ $\nu > 2$ , ∞ for $1<\nu \leq 2$ $1 < \nu \le 2$ , otherwise undefined
Skewness	0 for $\nu >3$ $\nu > 3$ , otherwise undefined
Ex. kurtosis	$\textstyle {\frac {6}{\nu -4}}$ $\textstyle\frac{6}{\nu-4}$ for $\nu >4$ $\nu > 4$ , ∞ for $2<\nu \leq 4$ $2 < \nu \le 4$ , otherwise undefined
Entropy	${\begin{matrix}{\frac {\nu +1}{2}}\left[\psi \left({\frac {1+\nu }{2}}\right)-\psi \left({\frac {\nu }{2}}\right)\right]\\[0.5em]+\ln {\left[{\sqrt {\nu }}B\left({\frac {\nu }{2}},{\frac {1}{2}}\right)\right]}\,{\scriptstyle {\text{(nats)}}}\end{matrix}}$ ${\begin{matrix}{\frac {\nu +1}{2}}\left[\psi \left({\frac {1+\nu }{2}}\right)-\psi \left({\frac {\nu }{2}}\right)\right]\\[0.5em]+\ln {\left[{\sqrt {\nu }}B\left({\frac {\nu }{2}},{\frac {1}{2}}\right)\right]}\,{\scriptstyle {\text{(nats)}}}\end{matrix}}$ ψ: digamma function, B: beta function
MGF	undefined
CF	$\textstyle {\frac {K_{\nu /2}\left({\sqrt {\nu }}\|t\|\right)\cdot \left({\sqrt {\nu }}\|t\|\right)^{\nu /2}}{\Gamma (\nu /2)2^{\nu /2-1}}}$ $\textstyle\frac{K_{\nu/2} \left(\sqrt{\nu}\|t\|\right) \cdot \left(\sqrt{\nu}\|t\| \right)^{\nu/2}} {\Gamma(\nu/2)2^{\nu/2-1}}$ for $\nu >0$ $\nu >0$ $K_{\nu }(x)$ $K_\nu(x)$ : Modified Bessel function of the second kind

${\begin{matrix}{\frac {1}{2}}+x\Gamma \left({\frac {\nu +1}{2}}\right)\times \\[0.5em]{\frac {\,_{2}F_{1}\left({\frac {1}{2}},{\frac {\nu +1}{2}};{\frac {3}{2}};-{\frac {x^{2}}{\nu }}\right)}{{\sqrt {\pi \nu }}\,\Gamma \left({\frac {\nu }{2}}\right)}}\end{matrix}}$ $\begin{matrix} \frac{1}{2} + x \Gamma \left( \frac{\nu+1}{2} \right) \times\\[0.5em] \frac{\,_2F_1 \left ( \frac{1}{2},\frac{\nu+1}{2};\frac{3}{2}; -\frac{x^2}{\nu} \right)} {\sqrt{\pi\nu}\,\Gamma \left(\frac{\nu}{2}\right)} \end{matrix}$

${\begin{matrix}{\frac {\nu +1}{2}}\left[\psi \left({\frac {1+\nu }{2}}\right)-\psi \left({\frac {\nu }{2}}\right)\right]\\[0.5em]+\ln {\left[{\sqrt {\nu }}B\left({\frac {\nu }{2}},{\frac {1}{2}}\right)\right]}\,{\scriptstyle {\text{(nats)}}}\end{matrix}}$ ${\begin{matrix}{\frac {\nu +1}{2}}\left[\psi \left({\frac {1+\nu }{2}}\right)-\psi \left({\frac {\nu }{2}}\right)\right]\\[0.5em]+\ln {\left[{\sqrt {\nu }}B\left({\frac {\nu }{2}},{\frac {1}{2}}\right)\right]}\,{\scriptstyle {\text{(nats)}}}\end{matrix}}$

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