*T* Distribution:
The black curve shown below is the density function
of the *T* distribution with *df* degrees of freedom.
By moving the scroll bar you can change the degrees of freedom.
The red curve is the density function of the standard normal distribution.
The blue vertical line (which appeares for *df* greater then 2) shows the
interval (-σ,σ). Thus,
its length is twice the standard deviation (σ) of
the *T* distribution with *df* degrees of freedom. Note that for a
degrees of freedom of 1 or 2
the standard deviation of the *T* distribution is infinite.