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Student's T Distribution with Location and Scale

    Probability Density Function (PDF)
      EXPFORECASTStep3
    Cumulative Distribution Function (CDF)
      EXPFORECASTStep3
    where
      EXPFORECASTStep3
    and where 𝛤 is the gamma function, and 𝛪z(𝑎, 𝑏) is the regularized incomplete beta function
    • Range -∞ < 𝑥 < ∞
    • Location parameter 𝜇
    • Scale parameter 𝛼 > 0
    • Shape parameter 𝜈 > 0

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