t Distribution
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Prerequisites
The t distribution is very similar to the normal distribution when the estimate of variance is based on many degrees of freedom but has relatively more scores in its tails when there are fewer degrees of freedom. The normal distribution has relatively more scores in the center of the distribution and the t distribution has relatively more in the tails. The t distribution is therefore leptokurtic
Since the t distribution is leptokurtic, the percentage of the distribution within 1.96 standard deviations of the mean is less than the 95% for the normal distribution. Table 1 shows the number of standard deviations from the mean required to contain 95% and 99% of the area of the t distribution for various numbers of degrees of freedom. These are the values of t that you use in a confidence interval. The corresponding values for the normal distribution are 1.96 and 2.58 respectively. Notice that with few degrees of freedom, the values of t are much higher than the corresponding values for a normal distribution and that the difference decreases as the degrees of freedom increase. The values in Table 1 can be obtained from the "Find t for a confidence interval" calculator.
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