An introduction to the t distribution, a commonly used continuous probability distribution. I discuss how the t distribution arises, its pdf, its mean and variance, and its relationship to the standard normal distribution. I illustrate the relationship between the t distribution and the standard normal distribution through a series of plots.
This video contains some mathematical details regarding the t distribution (the pdf, mean, variance, how the distribution arises). I also have a video with a less technical introduction to the t distribution, available at http://youtu.be/Uv6nGIgZMVw.