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

  • Thread starter WantToBeSmart
  • Start date
  • Tags
    Limit Proof
In summary, the conversation is about proving that the random variable with t distribution with k degrees of freedom will have N(0,1) as k approaches infinity. The conversation includes discussions about the equations derived from the pdf of the t-distribution, the limit of the gamma function, and the definition of e. There is also a mention of a typo in the exponent.
  • #1

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

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

The Attempt at a Solution



I have proved [tex]lim_{k\to\infty}((1+\frac{x^2}{k})^{-0.5}=1 [/tex], 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.
 
Physics news on Phys.org
  • #2
Do you know that [itex]\displaystyle \lim_{t \to \infty } \left ( 1 + \frac{1}{t} \right )^{t}=e\ ?[/itex]

BTW: Either you should have x2 in your exponent, or you should have x, rather than x2 in your limit expression.
 
  • #3
SammyS said:
Do you know that [itex]\displaystyle \lim_{t \to \infty } \left ( 1 + \frac{1}{t} \right )^{t}=e\ ?[/itex]

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!

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

You're right. I added ^2
 

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

Replies
20
Views
1K
Replies
9
Views
1K
Replies
19
Views
231
Replies
3
Views
492
Replies
4
Views
942
Replies
8
Views
163
Replies
3
Views
232
Back
Top