t-distribution

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.

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