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Drag the degrees of freedom and watch the t-distribution's tails shrink toward the normal curve as it grows.
Find the probability that t isβ¦
At df = 5, the t distribution gives 0.051 versus 0.0228 for the normal curve β a difference of 0.0282. With few degrees of freedom, the heavier tails of the t distribution matter: it assigns more probability to extreme values than the normal curve does. The 97.5th percentile critical value here is t = 2.571, compared with z = 1.960 for the normal.