Question

There is a “family” of Z distributions?

Answer 1

Answer:  False

Reason:

There is only one Z distribution, which is also known as the standard normal distribution. This distribution has a mean of mu = 0 and a standard deviation of sigma = 1. So unless you consider a family to only have one member, then I'd consider the statement your teacher gave you to be false.

On the other hand, if we were talking about the student T distribution, then this is a family of function curves. The reason being is that the degrees of freedom (df) will change the shape of said curve. The value of df will depend on the sample size n. Recall that df = n-1. As n gets larger, then the T distribution curves will slowly start to look like the Z distribution. For n > 30, the difference is so very minor that it's easier to swap over to the Z distribution even if you don't know sigma.

In other words, there is a family of T distribution curves in which slowly approach to mimicking the Z distribution curve when n is large (usually n > 30).