When constructing a confidence interval for a population MEAN (rather than a proportion), why is the t-DISTRIBUTION used instead of the standard Normal (z) distribution?
- **A)** Because the population standard deviation \(\sigma\) is typically UNKNOWN and must be estimated using the sample standard deviation \(s\), which introduces additional uncertainty that the t-distribution (with its heavier tails) accounts for
- **B)** The t-distribution is used only when the sample size is extremely large
- **C)** The t-distribution is only used for categorical data
- **D)** The t-distribution and z-distribution are always identical
This is the fundamental reason for the t-distribution's existence in this context: estimating \(\sigma\) with \(s\) adds extra variability that the t-distribution's heavier tails properly account for.