Student's t distribution

Student's t distribution is a bell-shaped probability distribution, close to the normal distribution but with heavier tails, that depends on a number of degrees of freedom. It is used to estimate a mean and to build intervals or tests when the population standard deviation is unknown, especially on small samples. It tends toward the normal distribution as n grows.

Example

from scipy.stats import t
t.ppf(0.975, df=9)  # 95% critical value with 9 degrees of freedom

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