# T Distribution

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## Definition of 'T Distribution'

The t-distribution is a probability distribution that is used in statistical inference to estimate the mean of a normally distributed population when the sample size is small. The t-distribution is bell-shaped and symmetric, like the normal distribution, but has thicker tails. This means that the t-distribution is more likely to produce extreme values than the normal distribution.

The t-distribution is used in hypothesis testing to determine whether the mean of a sample is statistically significantly different from a hypothesized value. The t-statistic is calculated by dividing the difference between the sample mean and the hypothesized value by the standard error of the mean. The t-statistic is then compared to the critical value of the t-distribution to determine whether the null hypothesis should be rejected.

The t-distribution is also used in confidence interval estimation to construct an interval around the sample mean that is likely to contain the true population mean. The width of the confidence interval is determined by the sample size and the level of confidence desired.

The t-distribution is a versatile statistical tool that can be used in a variety of situations. It is important to understand the properties of the t-distribution in order to use it effectively.