www.statistics.me.

uk

The t Distribution
The t distribution is a probability distribution1 that are useful in the statistical analysis of the mean2 of a population from the normal distribution3 in the case when the population standard deviation is unknown and the sample size is small. There is actually a range of t distributions, one for each the sample size. The following figure shows the probability density function for several degrees of freedom, where the number of degrees of freedom () is one less than the sample size.

t Distribution
0.45 0.4 0.35 0.3 p(x) 0.25 0.2 0.15 0.1 0.05 0 -6 -4 -2 0 x 2 4 6 1 2 5 10 20

t distribution for 1, 2, 5, 10 and 20 degrees of freedom The t Distribution has a similar shape to the normal distribution3, but it has thicker tails and it converges to the normal distribution as the number of degrees of freedom increases. The cumulative t distribution is illustrated in the following figure. The t distribution can be evaluated on computer, but they have traditionally been looked up in statistical tables4.

Probability Distributions Measures of Average, Centre or Central Tendency 3 The Normal Distribution 4 Statistical Tables
1 2

www.statistics.me.uk

Cumulative t Distribution
1.2 1 0.8

P(X<x)

1 0.6 0.4 0.2 0 2 5 10 20

-6

-4

-2

0 x

Cumulative t distribution for 1, 2, 5, 10 and 20 degrees of freedom