Z-Score 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.
Z-score
Describing data
A z-score tells how many standard deviations a value lies above or below the mean of its distribution.
A z-score standardizes a value by measuring its distance from the mean in standard deviations. You compute it as , where is the value, (mu) is the mean, and (sigma) is the standard deviation. For example, a score of 85 in a distribution with mean 70 and standard deviation 5 has , so it sits 3 standard deviations above the mean. A negative z-score means the value is below the mean.
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.