11/29/2018 In statistics, how do t and z/normal distributions differ?

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What is an intuitive explanation for how the t-
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In statistics, how do t and z/normal distributions
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What is the difference between the z-distribution
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What is the difference between normal distribution
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What's the difference between z-score and t-

Justin Rising, PhD in statistics score?
Answered Feb 8, 2015 · Upvoted by Peter Flom, Independent statistical consultant for
researchers in behavioral, social and medical sciences and Jon Wayland, MS Applied What's the difference between z statistic and t
Mathematics, Indiana University of Pennsylvania (2014) statistic?
The t distribution and the normal are both symmetric and unimodal (i.e., singe-
How does the t-distribution differ from the z-
peaked).  The difference between them is that the t distribution is less distribution?
concentrated around its peak. Why does everything, in statistics, approach a
normal distribution?

You know the rule of thumb that states that if data follows a normal distribution, Why are finance models based on normal
then 68% of the observations will be within one standard deviation of the mean, distribution? Why is it anticipated that investment
returns generally follow a normal distribution?
95% within two standard deviations, and 99.7% within three.  There are similar
rules for the t distribution, but all of those figures are smaller, and they decrease  Ask New Question
with the degrees of freedom of the distribution.

In the extreme case, which is a t distribution with three degrees of freedom, you
have about 61% of the data within one standard deviation of the mean, 86%
within two standard deviations, and about 94% within three standard
deviations.  When there are two or fewer degrees of freedom, we can't talk about
the standard deviation for technical reasons.
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John Robertson, works at Royal Air Force

Answered Feb 8, 2015

Zoe, you will know that Student’s T-test for statistical significance is the original
such test. The Z-test makes assumptions which simplify the calculation and it is
attractive for that reason. (My personal opinion is that there is nothing onerous
about a T-test and it will always work.)

The Z-test assumes normal distribution but the T-test can cope with non-normal
distribution.

It is generally accepted that a Z-test is valid for any sample where n>30. When a
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sample is 30 or less it is essential to use the more sophisticated T-test to get a

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11/29/2018 In statistics, how do t and z/normal distributions differ? - Quora

reliable result. If the sample size gets too small a reliable result is not attainable.

The whole subject of tests for statistical significance is a very large one and goes Related Questions

well beyond the reasonable limits of a QUORA answer. I strongly recommend

What is an intuitive explanation for how the t-
that you look at the relevant videos from the Khan Academy. They are first rate. distribution, normal distribution, F-distribution, and
Chi-square distribution relate to each o...
4.4k Views · View Upvoters · Answer requested by Zoe Decker
What is the difference between the z-distribution
Your feedback is private. and the Normal distribution?

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What is the difference between normal distribution
and uniform distribution?

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How does the t-distribution differ from the z-

Eugenio Carlo Oskian, I quantify things distribution?
Answered Mar 18, 2015
Why does everything, in statistics, approach a
Justin Rising and User-13189252085764635660 have great answers. One curiosity normal distribution?

that they do not mention is that the Student-T distribution is not an exponential Why are finance models based on normal
family [1] of distributions. On occasion, this makes it somewhat more difficult to distribution? Why is it anticipated that investment
returns generally follow a normal distribution?
come up with. Also, unlike the Student-T, the normal distribution enjoys the
following properties:  Ask New Question
it is a stable distribution

linear combinations of normally distributed random variables are again

normally distributed

it can be derived as the maximum entropy distribution over R when

mean and variance are known

The three points above make it a very popular choice for modeling, as one can
often come up with closed-form results and also justify the choice of a normal
distribution.

[1] Wikipedia entry for Exponential family

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