T-Distribution for Small Sample Regression
For regression analysis with a small sample size, which of the following statements correctly describes the use of the t-distribution?
A
With a small sample size, the normal distribution should be used instead of the t-distribution.
B
The t-distribution is inappropriate when the sample size is small because it underestimates the variability of the estimate.
C
The t-distribution and the normal distribution are identical regardless of sample size.
D
Even with a small sample size, the t-distribution accounts for extra variability by having heavier tails compared to the normal distribution.
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