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

Question:

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

Also, recall that  (1 + a/n)n = ea.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: