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Statistics > P(a < T < b) is approximately the area under Student's T curve with n - 1 degrees of freedom, from a to b.

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P(a < T < b) is approximately the area under Student's T curve with n - 1 degrees of freedom, from a to b. Defined

If the sample size n is large, the probability histogram of T can be approximated accurately by the normal curve. However, for small and intermediate values of n, Student's t curve with n - 1 degrees of freedom gives a better approximation. That is,

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