What Is the Student's t-Distribution?
The Student's t-distribution is a continuous, symmetric probability distribution centered at zero. It is used in statistical inference whenever the population standard deviation is unknown and estimated from the sample. Its shape depends on one parameter — the degrees of freedom (df, often written ν) — and it has heavier tails than the standard normal distribution. Heavier tails mean extreme values are more likely under the t-distribution than under the normal, which is why the two distributions give different critical values at the same confidence level.
What This Calculator Does
The calculator answers eight related questions about the t-distribution:
- PDF — the density f(t) at a specific t value.
- CDF — the lower-tail probability P(T ≤ t) and upper-tail P(T ≥ t).
- Tail probability — one of the three tail areas: P(T ≤ t), P(T ≥ t), or two-tailed P(|T| ≥ |t|).
- Between — the probability P(a ≤ T ≤ b) between two t values.
- Quantile — the t value with a specified cumulative probability, t = F⁻¹(p).
- Critical t — the quantile determined by df, α, and tail (left, right, or two-tailed).
- Confidence → t — the critical value that matches a two-sided or one-sided confidence level.
- t table — a generated critical-value table across common df and α levels.
Every mode uses the same numerical engine, so a value computed in one mode matches the same value when it appears in another. All calculations run in the browser.
t-Distribution Formula
The probability density function (PDF) is:
f(t) = Γ((ν + 1) / 2) / [√(νπ) · Γ(ν / 2)] · (1 + t² / ν)^(-(ν + 1) / 2)
- t — the value on the horizontal axis.
- ν (df) — degrees of freedom, a positive number.
- Γ — the gamma function, which extends the factorial to real numbers.
The PDF gives the density at a point. For a continuous distribution, that is not the probability of observing exactly t — it is the height of the curve at t. The cumulative distribution function (CDF) is the integral of the PDF from −∞ to t, and it gives P(T ≤ t). The upper-tail probability is P(T ≥ t) = 1 − F(t). For extreme upper tails, the calculator uses a numerically stable survival-function calculation to avoid cancellation. By symmetry, P(T ≤ −t) = P(T ≥ t).
Degrees of Freedom
Degrees of freedom control the shape of the distribution. Small df give a flatter peak and much heavier tails; large df pull the curve toward the standard normal shape. Notable cases:
- df = 1 — the t-distribution reduces to the Cauchy distribution. The mean and variance are undefined.
- df = 2 — the mean is zero, but the variance is not finite.
- df > 2 — mean 0, variance ν / (ν − 2).
- df ≈ 30 — already close to the normal in the central region, but still noticeably different in the far tails.
- df → ∞ — the t-distribution converges to the standard normal. In practice, t and z values are very close once df exceeds about 100.
Critical Values and Tails
A critical t value is a quantile of the t-distribution that depends on df and α — the significance level. The tail choice determines where the probability sits:
- Left-tailed — critical value at F⁻¹(α). Rejection region in the lower tail.
- Right-tailed — critical value at F⁻¹(1 − α). Rejection region in the upper tail.
- Two-tailed — critical value at F⁻¹(1 − α / 2), symmetric ±t_crit. The α probability is split evenly between the two tails, α / 2 in each.
For a fixed df and α, the two-tailed critical value is always larger than the one-tailed value, because the total rejection probability is divided between both ends of the distribution.
t Table vs Calculated Values
Traditional t tables list critical values at a small set of α levels (usually 0.10, 0.05, 0.025, 0.01, 0.005, 0.001) and a small set of df values. The table mode here generates the same kind of table using the inverse CDF, so it agrees with the underlying math to full precision. The calculated value from the Critical t mode is more flexible — you can use any df, any α, and any tail combination.
Quantiles and Percentiles
A quantile is the inverse of the CDF. Given a cumulative probability p, the quantile is the t value such that P(T ≤ t) = p. The quantile depends on both p and the degrees of freedom, so the same probability can map to different t values at different df. Because the distribution is symmetric about zero, F⁻¹(1 − p) = −F⁻¹(p), so only one side needs to be calculated.
t vs Normal
The t-distribution has heavier tails than the normal because it accounts for the extra uncertainty from estimating the standard deviation from a finite sample. For small samples the difference is large enough to matter — the t critical value at df = 5 and α = 0.05 is 2.571, while the corresponding normal quantile is 1.960. For large samples the two converge: at df = 1000, the t critical value is 1.962, barely distinguishable from the normal.
t-Distribution vs t-Test
These are related but not the same thing. The t-distribution is a probability distribution — the mathematical object this calculator evaluates. A t-test is a statistical procedure that uses the distribution to compute test statistics, p-values, and confidence intervals from sample data. Use this calculator when you need a t quantile, critical value, PDF, CDF, or tail probability. Use a dedicated t-test calculator when you have sample data and want to test a hypothesis about a mean or mean difference.
Worked Examples
Critical t, df = 10, α = 0.05, two-tailed. The calculator returns ±2.2281. Each tail holds α / 2 = 0.025.
Upper-tail probability, t = 2.2281, df = 10. P(T ≥ 2.2281) ≈ 0.025, and the two-tailed probability P(|T| ≥ 2.2281) ≈ 0.05.
CDF at t = 1.8125, df = 10. P(T ≤ 1.8125) ≈ 0.95, so the upper tail is ≈ 0.05.
97.5th percentile, df = 10. F⁻¹(0.975) = 2.2281, matching the two-tailed critical value at α = 0.05.
Probability between t = −1 and t = 1, df = 10. P(−1 ≤ T ≤ 1) ≈ 0.6591, so about 66% of the distribution lies within one unit of zero at this df.
Common Mistakes
- Using z instead of t when df is small. The two differ noticeably below df ≈ 30, especially in the tails.
- Mixing one-tailed and two-tailed α. A one-tailed α = 0.05 and a two-tailed α = 0.05 use different critical values.
- Treating the PDF as a probability. The PDF gives density, not P(T = t) — for continuous distributions, that probability is zero.
- Forgetting that df depends on the test. For a one-sample t-test, df = n − 1; for Welch's test, df is fractional; for a paired test, df = number of pairs − 1.
- Assuming df = 1 behaves like the normal. At df = 1 the distribution is Cauchy and has undefined moments.