Student’s t-distribution, or simply t-distribution, is a family of distributions with a similar bell shape to the normal distribution, but also take an additional parameter called the degrees of freedom.

It is used as a basis for the t-test in statistics, which is useful for small sample sizes or when the population standard deviation is unknown.

The distribution was introduced by William Sealy Gosset in 1908 under the pseudonym “Student,” hence the name.

Shapes

The t-distribution has heavier tails than the normal distribution, and as a result are more prone to producing values that fall far from the mean.

As the degrees of freedom increases, the t-distribution approaches the normal distribution.

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