Student t-distribution: why the dash [sic, EA; hyphen]

A hyphen — not a dash — commonly joins an initial single letter/digit to form a compound word [Public Works and Government Services_Canada ... BtB Translation Bureau].

Left to its own devices, general usage will capitalize:

A-side, B-side, T-shirt, A-shirt, O-level, X-ray

Otherwise, various commercial or scientific fields set their own conventions. There is no particular reason why, for instance, it's t-distribution but T-cell beyond the tendency in mathematics not to capitalize letters except in special circumstances. In other words, it’s E = mc² by community agreement and convention.

Many e-words such as e-commerce, e-learning, and especially e-mail are dropping their hyphens. I've also seen B movie both ways.