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.