I’m doing the Inferential statistics course in Udacity. I do not quite understand why the t-distribution graph can never exceed the Standard normal distribution. Though I understand the overall idea of t-distribution the concept hasn’t sinked in completely. Hence I am looking for a sound explanation of the concept and the question put forth.
When we say cannot exceed Normal Distribution, it wanted to say that the distribution cannot be more concentrated than a normal distribution.
There are other distributions that can achieve this
Why can’t a t-distribution be more concentrated than a normal distribution? What if I choose samples very close to the mean?