The t-distribution

The t-distribution is used to calculate the p-value from the test statistic, and having a sense of how the PDF and CDF look can help you understand this calculation. It has two parameters: the degrees of freedom, and the non-centrality parameter.

The plots show the PDF and CDF for a t-distribution (solid black line), and for comparison show a standard normal distribution with mean 0 and variance 1 (gray dotted line).

Which statement about the the t-distribution is true?