1
$\begingroup$

I am studying statistics on my own and I am not understanding when to use a one sample t test or a test with a normal distribution. As I understand, both are comparing a population mean with a sample mean, so, when should I use each one? And what is the difference between then?

$\endgroup$
1
  • $\begingroup$ There is no statistical test - named : test with a normal distribution. Normal distribution is an assumption for testing e.g. sample mean. $\endgroup$ Feb 16, 2022 at 1:07

1 Answer 1

1
$\begingroup$

Do you mean when to compare to a t-distribution as opposed to a standard normal distribution? That is because, in the former case, you have to estimate the standard deviation. Chugging through the theory gives you that you compare to $t$, not standard normal.

The details of that should be covered in a statistics textbook. The intuition might not be. The way I think about it is that the standard deviation you estimate might be an underestimate. Thus, you use the thicker tails of the $t$-distribution to keep from getting a dishonesty small p-value.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.