1 files changed, 19 insertions, 0 deletions
diff --git a/stats/student_t_distribution.py b/stats/student_t_distribution.py
new file mode 100644
index 0000000..ddea26c
--- /dev/null
+++ b/stats/student_t_distribution.py
@@ -0,0 +1,19 @@
+
+from scipy.special import gamma
+import math
+import matplotlib.pyplot as plt
+import numpy as np
+
+
+def t_dist(t, v):
+    return gamma((v+1)/2)/(math.sqrt(v*math.pi)*gamma(v/2)) * (1+t**2/v)**(-(v+1)/2)
+
+
+x = np.arange(-4, 4, .1)
+plt.plot(x, t_dist(x, 1), label='v=1')
+plt.plot(x, t_dist(x, 2), label='v=2')
+plt.plot(x, t_dist(x, 5), label='v=5')
+# plt.plot(x, t_dist(x, math.inf), label='v=inf')
+plt.legend()
+plt.show()
+