Probability and Statistics | student t-distribution and its application

The Student’s t-distribution (or simply the t-distribution) is a probability distribution that is quite close to normal distribution. Compared with normal distribution, t-distribution has a thicker tail in its density curve. When we want to make a hypothesis testing about a population mean, and the sample size is small (n ≤ 30) and the population standard deviation (σ) is unknown, then we can apply t-distribution instead of a normal distribution.
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