t-distribution

Inference for Numerical Data in R

Mine Cetinkaya-Rundel

Associate Professor of the Practice, Duke University

$\sigma$ is unknown (almost always) $\rightarrow$ $\bar{x}~\sim~ $t-distribution
t-distribution is bell shaped but has thicker tails the normal
Observations more likely to fall beyond 2 SDs from the mean

tDistCompareToNormalDist

Shape of the t-distribution

Always centered at 0
Has one parameter: degrees of freedom (df) - determines thickness of tails
- As df increases, the t-distribution approaches the normal distribution

tDistConvergeToNormalDist

Inference for Numerical Data in R