John D. Cook • 1/21/2026

Sigmas and Student

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The article analyzes the likelihood of observing a 'six standard deviation' event, arguing such an occurrence often indicates a flawed probability model. It uses the Student t distribution to demonstrate how the probability of extreme events changes with the degrees of freedom (ν), revealing a non-monotonic relationship where probability peaks before decaying, contrasting with the normal distribution's extremely low probability.

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#statistics #Probability #Standard Deviation
Sigmas and Student

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