Errors in Normal Approximations to the $t,\tau,$ and Similar Types of Distribution
Errors in Normal Approximations to the $t,\tau,$ and Similar Types of Distribution
For the cdf's of Student's $(t)$ and Thompson's $(\tau)$ distributions, upper and lower bounds are obtained in terms of the normal cdf. It is then shown that, in using the normal approximation for the cdf's of these distributions, the proportional errors are uniformly smaller than $1/n$ for all $n \geqq …