Exact bounds on the closeness between the Student and standard normal distributions

@inproceedings{Pinelis2011ExactBO,
  title={Exact bounds on the closeness between the Student and standard normal distributions},
  author={Iosif Pinelis},
  year={2011}
}
  • Iosif Pinelis
  • Published 2011
  • Mathematics
  • Upper bounds on the Kolmogorov distance (and, equivalently in this case, on the total variation distance) between the Student distribution with p degrees of freedom (SD_p) and the standard normal distribution are obtained. These bounds are in a certain sense best possible, and the corresponding relative errors are small even for moderate values of p. The same bounds hold on the closeness between SD_p and SD_q with q>p. 

    Create an AI-powered research feed to stay up to date with new papers like this posted to ArXiv

    Figures from this paper.