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 tt-distribution accounts for the extra uncertainty of estimating the population standard deviation with the sample standard deviation ss. 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 tt test with n=15n = 15 uses the tt model with 151=1415 - 1 = 14 degrees of freedom. The test statistic is t=xˉμ0s/nt = \frac{\bar{x} - \mu_0}{s / \sqrt{n}}, where xˉ\bar{x} is the sample mean and μ0\mu_0 the hypothesized mean.

Full entry for t-distribution

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 μ=0\mu = 0 (mu) and standard deviation σ=1\sigma = 1 (sigma). Any normal value converts to it through the z-score z=xμσz = \frac{x - \mu}{\sigma}, which rescales the data onto this common curve. For example, a value 2 standard deviations above its mean maps to z=2z = 2 on the standard normal. A z-table or calculator then gives the area, and therefore the probability, to the left of that z-score.

Full entry for standard normal distribution

Where each one fits in the course