T-Distribution Convergence to the Normal Distribution

Original Source

The black curve shown below is the density function of the T distribution with df degrees of freedom.

By moving the scroll bar you can change the degrees of freedom.

The red curve is the density function of the standard normal distribution. The blue vertical line (which appears for df greater then 2) shows the interval (-s,s). Thus, its length is twice the standard deviation (s) of the T distribution with df degrees of freedom.

Note that for a degrees of freedom of 1 or 2 the standard deviation of the T distribution is infinite.

One problem with this applet is that the screen on which the distribution is drawn is fixed: if you try to resize this applet to make it smaller, you'll lose part of the graph! Not good....


Website maintained by Andy Long. Comments appreciated.