Connect via MCP →

Enter Calculation

Formula

Advertisement

Results

Probability density f at first x
0.007128
at last x: 0.007128 · 101 points
Minimum value 0.007128
Maximum value 0.353553
x Probability density f
-5 0.00712778
-4.9 0.00753858
-4.8 0.00798084
-4.7 0.00845755
-4.6 0.00897206
-4.5 0.00952807
-4.4 0.01012974
-4.3 0.0107817
-4.2 0.01148915
-4.1 0.01225792
-4 0.01309457
-3.9 0.01400647
-3.8 0.01500194
-3.7 0.01609035
-3.6 0.01728234
-3.5 0.01858993
-3.4 0.02002675
-3.3 0.0216083
-3.2 0.0233522
-3.1 0.02527852
-3 0.02741012
-2.9 0.02977309
-2.8 0.03239719
-2.7 0.0353164
-2.6 0.03856949
-2.5 0.04220064
-2.4 0.04626019
-2.3 0.05080526
-2.2 0.05590052
-2.1 0.06161876
-2 0.06804138
-1.9 0.07525853
-1.8 0.08336871
-1.7 0.09247763
-1.6 0.10269581
-1.5 0.11413441
-1.4 0.12689871
-1.3 0.14107838
-1.2 0.15673368
-1.1 0.17387713
-1 0.19245009
-0.9 0.21229537
-0.8 0.23312782
-0.7 0.25450773
-0.6 0.27582396
-0.5 0.2962963
-0.4 0.3150064
-0.3 0.33096386
-0.2 0.3432059
-0.1 0.35091822
0 0.35355339
0.1 0.35091822
0.2 0.3432059
0.3 0.33096386
0.4 0.3150064
0.5 0.2962963
0.6 0.27582396
0.7 0.25450773
0.8 0.23312782
0.9 0.21229537
1 0.19245009
1.1 0.17387713
1.2 0.15673368
1.3 0.14107838
1.4 0.12689871
1.5 0.11413441
1.6 0.10269581
1.7 0.09247763
1.8 0.08336871
1.9 0.07525853
2 0.06804138
2.1 0.06161876
2.2 0.05590052
2.3 0.05080526
2.4 0.04626019
2.5 0.04220064
2.6 0.03856949
2.7 0.0353164
2.8 0.03239719
2.9 0.02977309
3 0.02741012
3.1 0.02527852
3.2 0.0233522
3.3 0.0216083
3.4 0.02002675
3.5 0.01858993
3.6 0.01728234
3.7 0.01609035
3.8 0.01500194
3.9 0.01400647
4 0.01309457
4.1 0.01225792
4.2 0.01148915
4.3 0.0107817
4.4 0.01012974
4.5 0.00952807
4.6 0.00897206
4.7 0.00845755
4.8 0.00798084
4.9 0.00753858
5 0.00712778

What this calculator does

This tool evaluates and plots the Student's t-distribution for any degrees of freedom \(\nu > 0\). You can choose one of three quantities: the probability density \(f(x,\nu)\), the lower cumulative probability \(P(x,\nu)\) (the CDF), or the upper cumulative probability \(Q(x,\nu) = 1 - P\). The calculator builds a table of (x, value) pairs over a range you define and feeds them to a line graph.

Three bell-shaped t-distribution density curves with different degrees of freedom
The t-distribution density f(x): smaller df gives heavier tails and a lower peak.

How to use it

Pick the function (density, lower, or upper). Enter the degrees of freedom \(\nu\). Then set the starting x value, the increment (step) between successive points, and the number of repetitions (how many points to generate). The points are \(x_k = \text{startX} + k\cdot\text{stepX}\) for \(k = 0..\text{iterations}-1\). With the defaults (start \(-5\), step \(0.1\), 101 points) x runs from \(-5\) to \(+5\).

The formula explained

The density is $$f(x,\nu) = \frac{\Gamma\!\left(\frac{\nu+1}{2}\right)}{\sqrt{\nu\pi}\,\Gamma\!\left(\frac{\nu}{2}\right)}\left(1+\frac{x^{2}}{\nu}\right)^{-\frac{\nu+1}{2}}.$$ To stay numerically stable for large \(\nu\), we evaluate the gamma factors through the log-gamma function. The cumulative probability uses the regularized incomplete beta function \(I_z(\nu/2, 1/2)\) with \(z = \nu/(\nu+x^2)\): for \(x \ge 0\), \(P = 1 - \tfrac12 I_z\); for \(x < 0\), \(P = \tfrac12 I_z\). By symmetry \(P(0,\nu) = 0.5\).

Advertisement
Bell curve split at x with left area shaded and right area shaded
Lower cumulative P is the left (blue) area; upper cumulative Q is the right (orange) area, with P + Q = 1.

Worked example

For density with \(\nu = 2\) at \(x = 0\): \((1 + 0/2)^{-1.5} = 1\), and \(B(1/2, 1) = 2\), so $$f(0,2) = \frac{1}{\sqrt{2} \cdot 2} = 0.353553.$$ For the lower cumulative with \(\nu = 2\) at \(x = 0\), the distribution is symmetric, so \(P(0,2) = 0.5\) and \(Q(0,2) = 0.5\).

FAQ

What happens as \(\nu\) grows? The t-distribution approaches the standard normal \(N(0,1)\); for instance \(f(0,\nu)\) tends to \(1/\sqrt{2\pi} \approx 0.39894\).

Can the increment be negative? Yes. A negative step lets x descend; a zero step repeats the same x.

Why is \(\nu\) restricted to be positive? The factors \(\sqrt{\nu}\) and \(\Gamma(\nu/2)\) require \(\nu > 0\); non-positive values are not defined for the distribution.

Last updated: