# T Distribution

Student's T distribution was discovered by William.S. Gosset. It is a family belongs to continuous probability distributions which arises while estimating the normally distributed population mean. It is used to estimate population parametersÂ when the population variance is unknown and the sample size is small. Student's T distribution is univariate in statistics and there are many different T distributions. The particular form of the T distribution is determined by its degrees of freedom.

Larger the degrees of freedom, closer the T distribution is to the normal density.

T DistributionÂ is the second most commonly used probability distribution in statistics.