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# Questions tagged [t-distribution]

t is the distribution of the t-statistic that results from a t-test. Use this tag only for questions about the distribution; use [t-test] for questions about the test.

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### How many degrees of freedom in a T-copula is commonly used to model financial data?

I'm looking to fit some T-copulas to my financial return data. Unfortunately, the software I'm using can only fit a T-copula with a fixed degree of freedom parameter. So what parameter should I use? ...
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### The distribution of the square of a Student's t-distributed random variable

The following may not be very difficult, but I'm struggling to get started. $T_k = \frac{Z_0}{\sqrt{\frac{1}{k}(Z_1^2 + \dots + Z_k^2)}}$, where $Z_0, \dots$ are i.i.d. standard normal random ...
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### Calculating confidence intervals for coefficients in ordinal logistic regression

I've fitted an ordinal logistic regression model in R using MASS::polr and I am looking to compute confidence intervals for the fitted coefficients. Here is the (...
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### Using normal distribution to approximate t distribution in importance sampling

The question is Exercises 6 and 7 regarding importance sampling on page 273 of Bayesian Data Analysis 3 http://www.stat.columbia.edu/~gelman/book/BDA3.pdf. Exercise 6 approximate a normal distribution ...
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