Degrees of Freedom
This image illustrates the difference (or distance) between the cumulative distribution functions of the standard normal distribution (Φ) and a hypothetical distribution of a standardized sample mean (Fn). Specifically, the plotted hypothetical distribution is a t distribution with 3 degrees of freedom.
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"BerryEsseenTheoremCDFGraphExample."
http://commons.wikimedia.org/wiki/File:BerryEsseenTheoremCDFGraphExample.png
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