Confidence Intervals for the Mean
This section explains the need for confidence intervals and why a confidence interval is not the probability the interval contains the parameter. Then, it discusses how to compute a confidence interval on the mean when sigma is unknown and needs to be estimated. It also explains when to use t-distribution or a normal distribution. Next, it covers the difference between the shape of the t distribution and the normal distribution and how this difference is affected by degrees of freedom. Finally, it explains the procedure to compute a confidence interval on the difference between means.
There are more scores in the center than in a normal distribution.
It is leptokurtic.
You use it when you do not know the population standard deviation.
A t distribution with 20 degrees of freedom has 95% of its distribution within 1.96 standard deviations of its mean.