- #1
Josh S Thompson
- 111
- 4
So my understanding of the T distribution is that if you do not know the variance of a population you estimate the distribution of the mean with the T distribution. But I am not sure about this because if you know the variance of the population, law of large numbers shrinks the variance significantly. How can that be that just because the variance is chi-square RV it makes the spread of the distribution much bigger. I feel like I am missing something can someone please explain T distribution.