t-distribution

Also: Student's t-distribution

(NL: t-verdeling)

The t-distribution (also: Student's t-distribution) is a continuous probability distribution that is used instead of the normal distribution when the standard deviation of a population is not known or when the sample size is not large enough.

The probability density function looks like that of the normal distribution, but is "flatter" and has wider "tails". The t-distribution also takes the sample size \(n\) into account, via an extra parameter, the degrees of freedom or \(n-1\).

The cumulative probability density function looks like this:

The \(t\) distribution was developed by the English statistician, chemist and brewer William Sealy Gosset, who published under the pseudonym "Student". The distribution was first described in 1908 in an article in the journal Biometrika.