Student’s
t
Distribution
q
For variable
t
q
The probability density function for
the
t
-distribution is:
q
Here K(
n
) is a constant which
depends on the number of degree of
freedom (
n
= n-1). K(
n
) is chosen so
that:
q
As the sample size (n) increases,
the t-distribution approaches the
normal distribution.
q
Unlike the normal distribution,
the
t
-distribution depends on
sample size. Its tails get longer
with smaller n.