Cummulative Density Function (CDF) of t-distribution

The Gamma Function

The Gamma Function is an extension of the concept of factorial numbers. We can input (almost) any real or
complex number into the Gamma function and find its value. Such values will be related to factorial values.
There is a special case where we can see the connection to factorial numbers.
If n is a positive integer, then the function Gamma (named after the Greek letter "Γ" by the mathematician
Legendre) of n is:

A formula that allows us to find the value of the Gamma function for any real value of n is as follows:
 Let's try to get a feel for the t distribution by way of simulation. Let's randomly generate
1000 standard normal values (Z) and 1000 chi-square(3) values (U). Then, the above
definition tells us that, if we take those randomly generated values, calculate:

and create a histogram of the 1000 resulting T values, we should get a histogram that looks
like a t distribution with 3 degrees of freedom. Well, here's a subset of the resulting values
from one such simulation:
Sample of randomly generate 1000 standard normal values (Z) and 1000 chi-square(3) values (U).
The t-distribution seems to be quite similar to the standard normal distribution. Using the formula given above for the
p.d.f. of T, we can plot the density curve of various t random variables, say when r = 1, r = 4, and r = 7, to see that
that is indeed the case:

In fact, it looks as if, as the degrees of freedom r increases, the t density curve gets closer and closer to the standard normal
curve
 Let's summarize what we've learned in our little investigation about the characteristics of
the t distribution:
Iinside of the t-table (shaded
in purple) contains the t-values for
various cumulative probabilities
(shaded in red), such as 0.60, 0.75,
0.90, 0.95, 0.975, 0.99, and 0.995,
and for various t distributions
with r degrees of freedom (shaded
in blue).

The row shaded in green indicates

the upper α probability that
corresponds to the 1−α cumulative
probability. For example, if you're
interested in either a cumulative
probability of 0.60, or
an upper probability of 0.40, you'll
want to look for the t-value in the
first column.
Example
Let T follow a t-distribution with r = 8 df. What is the probability that the absolute value
of T is less than 2.306?

Solution. The probability calculation is quite similar to a

calculation we'd have to make for a normal random
variable. First, rewriting the probability in terms
of T instead of the absolute value of T, we get:

But the t-table doesn't contain negative t-values, so we'll have to take advantage of the symmetry of
the T distribution. That is:
The t-table tells us that P(T < 2.306) = 0.975 and P(T > 2.306) = 0.025. Therefore:
P(|T | < 2.306) = 0.975 − 0.025 = 0.95
Example:: What is t0.05(8)?
 T-Statistic
Given a random sample X1, X2, ..., Xn from a normal distribution, we know that:

and

If Z ~ N(0, 1) and U ~ χ2(r) are independent, then the random variable:

follows a t-distribution with r degrees of freedom.