Degrees of Freedom 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.
Degrees of freedom
Confidence intervals
Degrees of freedom are the number of values free to vary when computing a statistic, and they set the exact shape of a t or chi-square distribution.
Degrees of freedom count the independent pieces of information left after a statistic uses some up to estimate other quantities. For a one-sample procedure it is , because the sample mean has already been estimated from the values. For example, a sample of has degrees of freedom for the -distribution. For a chi-square test of a two-way table with rows and columns, the degrees of freedom are .
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.