> zs = c(); ts = c() > for(i in 1:200) { + X = rnorm(10,0,2) + zs[i] = qnorm(.95)*2/sqrt(10); ts[i] = qt(.95,8)*sd(X)/sqrt(10) + } > sum(ts > zs) [1] 126 > sum(ts > zs)/200 [1] 0.63The z one is usually smaller, but not as often as might have been guessed.