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What is the difference between the normal distribution and the t distribution?
I have been studying statistics for a few years now, and one thing that I have learned is that there is always something new to learn.
I have been studying normal distributions, which are bell curves, and also t distributions. The normal distribution and t distribution are both important probability distributions in statistics.
Normal distribution
- The shape of the normal distribution is a bell curve that is centred around the mean.
- The two parameters of the normal distribution are the mean (mu) and standard deviation (sigma).
- The normal distribution is often used when the sample is large and the standard deviation is known.
- The tails of the normal distribution are known, so extreme values far from the mean are less likely.
- The normal distribution is not dependent on degrees of freedom.
- According to the central limit theorem, the distribution of the sample mean approaches a normal distribution as the sample size increases, regardless of the population distribution.
T distribution
- The shape of the t distribution is symmetric and bell shaped, but the tails are heavier.