What is the T-distribution, and what is it used for?

Question

(I'll post my own answer to this, but don't hesitate to post your own!) Student's t-distribution, or T-distribution, was introduced in 1908 by William Sealey Gossett writing under the pseudonym "Student". What is it, and what is it for?

Answer 1

Hello! Good question!

The t distribution is used when a normal distribution cannot be assumed. It is used when the sample size is small and/or the population variance is unknown. The t distribution is typically used when the data are approximately normal. Similarly to the normal distribution, we can use the t statistic to calculate probabilities.

The t distribution is a continuous distribution and is bell shaped like the normal distribution.

It it is used when testing the statistical significance of comparing two sample means (paired t test), linear regression, and constructing confidence intervals.

Hope me this helps!