Probability distributions, theorems, and foundational concepts
What is a t-distribution?
A continuous probability distribution similar to the normal distribution but with heavier tails. Used when sample size is small and population standard deviation is unknown.
Example: With df = 5, the 95% critical value is 2.571 (vs. 1.96 for normal) — wider intervals for small samples
Note: Heavier tails = more probability in extremes; as df increases (n > 30), nearly indistinguishable from normal; always used with t-tests
