The Student's T-Distribution is a probability distribution used in statistics, particularly when dealing with small sample sizes. It is similar to the normal distribution but has heavier tails, which means it accounts for more variability in the data. This makes it useful for estimating population parameters when the sample size is limited and the population standard deviation is unknown. The distribution is named after William Sealy Gosset, who published under the pseudonym "Student." It is commonly applied in hypothesis testing and constructing confidence intervals, especially in scenarios where the sample size is less than 30. The shape of the distribution changes based on the degrees of freedom, becoming closer to the normal distribution as the sample size increases.