What do you do if you have a sample size of 40? I know you can use the z test since the sample size is large but what is I am required to use the t-test with df=39?(Although it is mentioned in the notes) There is no value in the t-table itself. Thanks for the reply in advance.

With a df of 39, you can safely use df of 40 to compute. The difference isnâ€™t that big. If I encountered something like 35, I would normally pro-rate using 30 and 40 to find the average. Even though we can use z-table when sample is large (>30), its safer to use t-table instead unless its df is more than 120 because the difference will be significant if your standard error is big.