I have a set of 1000 data points. I would like to estimate their mean using a confidence interval. I read somewhere that if the sample size, $n$, is bigger than 30 you should use a t-score, and else use a z-score.
Is that true?
[Math] When do I use a z-score vs a t-score for confidence intervals
statistics
Best Answer
Usually you use a t-test when you do not know the population standard deviation $\sigma$, and you use the standard error instead. You usually use the z-test when you do know the population standard deviation. Although it is true that the central limit theorem kicks in at around $n=30$. I think that formally, the convergence in distribution of a sequence of $t's$ to a normal is pretty good when $n>30$.