Student's t-distribution and normal distribution comparison
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library(ggplot2)
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ggplot() +
xlim(c(-5, 5)) +
geom_function(fun = dnorm, aes(col = "normal distribution")) +
geom_function(fun = dt, args = list(df = 5), aes(col = "df = 5")) +
geom_function(fun = dt, args = list(df = 1), aes(col = "df = 1")) +
geom_function(fun = dt, args = list(df = 0.1), aes(col = "df = 0.1")) +
geom_function(fun = dt, args = list(df = 0.01), aes(col = "df = 0.01")) +
ylab("") +
ggtitle("Comparing t-distribution and normal distribution") +
theme_light()
From the graph, the differences between t-distribution and normal distribution can be seen.