Show that as n, the pdf of a Student t random variable with n df converges to

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Show that as n→∞, the pdf of a Student t random variable with n df converges to f_Z (z). (To show that the constant term in the pdf for T_n converges to 1/√2π, use Stirling’s formula, n! .= √2πn nⁿe⁻ⁿ)

Also, recall that (1 + a/n)ⁿ = e^a.

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Introduction To Mathematical Statistics And Its Applications

ISBN: 9780321693945

5th Edition

Authors: Richard J. Larsen, Morris L. Marx

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Question Posted: Dec 20, 2015 03:38 AM

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Show that as n, the pdf of a Student t random variable with n df converges to

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lim -00

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To show that t converges to fzt requires proving that Converges to and Converge...View the full answer

Introduction To Mathematical Statistics And Its Applications

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