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The t Distribution

# The t Distribution

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The t Distribution
The t Distribution

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03/30/2014

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The t Distribution
The t distribution is a probability distribution
1
that are useful in the statistical analysis of the mean
2
of a population from the normal distribution
3
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 (
ν
) is one less than the sample size. t distribution for 1, 2, 5, 10 and 20 degrees of freedom The t Distribution has a similar shape to the normal distribution
3
, 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 tables
4
.
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3
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00.050.10.150.20.250.30.350.40.45-6-4-20246
p    (   x    )
x
t Distribution
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