T-Distribution vs Standard Normal 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.
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.
Standard normal distribution
Random variables and distributions
The standard normal distribution is the normal distribution with mean 0 and standard deviation 1, on which z-scores are read.
The standard normal distribution is a normal curve with mean (mu) and standard deviation (sigma). Any normal value converts to it through the z-score , which rescales the data onto this common curve. For example, a value 2 standard deviations above its mean maps to on the standard normal. A z-table or calculator then gives the area, and therefore the probability, to the left of that z-score.