Critical Value vs T-Distribution
Both terms below come up in the same part of the course, and students mix them up. Here is each one defined on its own, side by side, so you can see where they part company.
Critical value
Confidence intervals
A critical value is a cutoff from a reference distribution, such as z or t, that sets a confidence interval's width or a test's rejection boundary.
A critical value marks how far out on a distribution you go to capture a chosen probability. For a confidence interval it is the number of standard errors that brackets the middle C% of the sampling distribution. For example, a 95% confidence interval for a mean using the normal model uses , because 95% of the standard normal curve lies within 1.96 standard deviations of the center. With small samples and unknown population spread you instead read from the -distribution using the degrees of freedom.
t-distribution
Random variables and distributions
The t-distribution is a symmetric, bell-shaped curve with heavier tails than the normal, used for inference about a mean when the population SD is unknown.
The -distribution accounts for the extra uncertainty of estimating the population standard deviation with the sample standard deviation . Its exact shape depends on the degrees of freedom: fewer degrees of freedom give fatter tails, and as they grow the curve approaches the standard normal. For example, a one-sample test with uses the model with degrees of freedom. The test statistic is , where is the sample mean and the hypothesized mean.