Comparing Normal and Student's t-Distributions

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The standard normal distribution (blue) with mean 0 and standard deviation 1 and Student's -distribution (red) become very similar as the degrees of freedom for the -distribution increase. The left panel displays the two probability density functions (PDFs) and the right panel displays the two cumulative distribution functions (CDFs).

Contributed by: Gary McClelland (March 2011)
Open content licensed under CC BY-NC-SA


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