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Topic:
[apstat] A Midsummer Night's DreamProof: T Distribution > Standard Normal Distribution
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1
Last Post:
Aug 4, 2012 1:28 PM




[apstat] A Midsummer Night's DreamProof: T Distribution > Standard Normal Distribution
Posted:
Aug 1, 2012 8:30 PM


Good evening / Good morning
Probably practically all APStat teachers and most of their students become aware that as the number of degrees of freedom increases, the t distribution approaches the standard normal distribution.
For example, we know for the SND that P_97.5 = 1.960[1.959963...]. Using the calculator for df = 10,100,200,300,400,500,1000,2000 gives corresponding 97.5th percentiles for the t of 2.228,1.984,1.972, 1.968,1.966,1.965,1.962,1.961.
Anyway, for those who want to see this convergence for all t mathematically, namely that the t distribution approaches the SND as df>infinity, then feel free to let me knowoffList of courseand I'll forward a proof of such to you.
This proof, unlike the previous ones, is fairly straightforward, a proof for those of you who in early calculus days liked to see/ read those stepbystep proofs where the imminence of the result held you sort of spellbound until the finale, a truly aha moment! (As in the muchmoreimportant CLT proofs, a few Preliminaries are given, but in this proof these are not from mathstat but just from calculus, with perhaps the key one from Calculus I: The limit of a product is the product of the limits.) [BTW, for those of you who think Stirling's Formula (for large n in n!) is now completely unimportant because of modern technology, you may want to reconsider such after reading this proof.]
Good night /Good day
 David Bee
PS: As with a couple of the previous muchmoreimportant proofs, this proof comes from the Murray R. Spiegel Schaum's book Probability And Statistics. However, such is only in the original 1975 edition as a Supplementary Problem (Problem 4.161 for anyone who happens to have it), and so should you find any errors in this proof, then simply blame me as it's my proof for this Supp. Problem. (Also, should someone find another/better proof, then let me/us know.)
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