Compute probabilities (p-values), critical t-values, and visualize the t-curve. Essential for t-tests, confidence intervals, and regression analysis. Interactive graph with shading for one-tail or two-tail regions.
The Student's t-distribution (or simply t-distribution) is a continuous probability distribution that arises when estimating the mean of a normally distributed population in situations where the sample size is small and population standard deviation is unknown. It was developed by William Sealy Gosset under the pseudonym "Student". The t-distribution is symmetric and bell-shaped, but has heavier tails compared to the normal distribution, especially for small degrees of freedom (df). As df increases, the t-distribution approaches the standard normal distribution (Z).
Probability Density Function (PDF):
\( f(t) = \frac{\Gamma\left(\frac{\nu+1}{2}\right)}{\sqrt{\nu\pi}\,\Gamma\left(\frac{\nu}{2}\right)} \left(1+\frac{t^{2}}{\nu}\right)^{-\frac{\nu+1}{2}} \)
where ν = degrees of freedom, Γ is the gamma function.
For probability (p-value): Enter a t-score and degrees of freedom, choose tail type (two-tailed, right-tailed, left-tailed). The calculator returns the cumulative probability P(T ≤ t), the survival P(T > t), and the two-tailed p-value. The graph dynamically shades the region corresponding to the selected tail(s) based on your t-value.
For critical value (inverse CDF): Provide significance level α (commonly 0.05 for 95% confidence) and degrees of freedom. The tool returns the two-tailed critical t-value, i.e., the value such that P(|T| > t_crit) = α. This value is essential for hypothesis testing thresholds.
A researcher tests a new drug on 25 patients (df=24). The computed t-statistic from the study is 2.064. Using our calculator with df=24, t=2.064 (two-tailed), we obtain a p-value ≈ 0.05. Since p ≤ 0.05, the result is statistically significant at the 5% level, suggesting the drug has a measurable effect. The shaded region on the curve illustrates the extreme 5% area beyond ±2.064, supporting the decision to reject the null hypothesis.
| Property | Description |
|---|---|
| Mean | 0 (for ν > 1) |
| Variance | ν/(ν−2) for ν > 2; infinite for ν ≤ 2 |
| Skewness | 0 (symmetric) |
| Kurtosis | 3 + 6/(ν−4) for ν > 4 |
| Support | t ∈ (−∞, +∞) |