Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability and statistics, Student's t-distribution (or simply the t-distribution) is a probability distribution that arises in the problem of estimating the mean of a normally distributed population when the sample size is small. It is the basis of the popular Student's t-tests for the statistical significance of the difference between two sample means, and for confidence intervals for the difference between two population means. The Student's t-distribution is a special case of the generalised hyperbolic distribution.
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