A Simple Asymptotic Bound on the Error of the Ordinary Normal Approximation to the Student's t-Distribution

Abstract

A simple asymptotic bound on the error of the ordinary normal approximation (ONA) to the Student's t-distribution is derived. The proposed bound provides a quick calculation of the minimum number of degrees of freedom required to ensure a given approximation error. Then, the application of the ONA is investigated in confidence interval determination and… (More)
DOI: 10.1109/LCOMM.2015.2442576

Topics

2 Figures and Tables