Limit question: from proof that t-distribution approaches N(0,1)

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SUMMARY

The discussion focuses on proving that the t-distribution with k degrees of freedom approaches the standard normal distribution N(0,1) as k approaches infinity. Key equations derived from the probability density function (pdf) of the t-distribution include the limit expression lim_{k→∞}((1+frac{x^2}{k})^k)^{-0.5} = e^{-frac{x}{2}}. Participants clarify the importance of the gamma function in this proof and discuss the limit properties of exponential functions, specifically lim_{t→∞}((1+frac{1}{t})^t) = e.

PREREQUISITES
  • Understanding of t-distribution and its properties
  • Familiarity with limits and exponential functions
  • Knowledge of the gamma function and its applications
  • Basic calculus concepts, particularly limits and continuity
NEXT STEPS
  • Study the relationship between the t-distribution and the normal distribution as k approaches infinity
  • Explore the properties and applications of the gamma function in statistical proofs
  • Learn about the derivation of the limit lim_{k→∞}((1+frac{x^2}{k})^k)^{-0.5}
  • Investigate the significance of exponential limits in calculus, particularly lim_{t→∞}((1+frac{1}{t})^t)
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Students and educators in statistics, mathematicians focusing on probability theory, and anyone interested in the convergence properties of statistical distributions.

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Homework Statement



I'm trying to prove that the random variable with t distribution with k degrees of freedom will have N(0,1) as k→∞ the two equations below are derived from the pdf of the t-distribution:

2. Homework Equations which I can't get my head around

lim_{k\to\infty}((1+\frac{x^2}{k})^k)^{-0.5} = e^{-\frac{x}{2}}

The Attempt at a Solution



I have proved lim_{k\to\infty}((1+\frac{x^2}{k})^{-0.5}=1, which I admit wasn't too hard.

The statement involving the limit of gamma function was given to us as "knowing that it can be shown" but I would appreciate if someone was willing to explain it/point me to the source where I can find it.
 
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Do you know that \displaystyle \lim_{t \to \infty } \left ( 1 + \frac{1}{t} \right )^{t}=e\ ?

BTW: Either you should have x2 in your exponent, or you should have x, rather than x2 in your limit expression.
 
SammyS said:
Do you know that \displaystyle \lim_{t \to \infty } \left ( 1 + \frac{1}{t} \right )^{t}=e\ ?

BTW: Either you should have x2 in your exponent, or you should have x, rather than x2 in your limit expression.

Hi Sammy, I know the definition of e but the limit is still not trivial to me. Is the equation below some sort of a rule? Thanks!

lim_{k\to\infty}(1+\frac{b}{k})^k= e^b

You're right. I added ^2
 

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