Refined normal approximations for the Student distribution

01/16/2022

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by   Frédéric Ouimet, et al.

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In this paper, we develop a local limit theorem for the Student distribution. We use it to improve the normal approximation of the Student survival function given in Shafiei Saberali (2015) and to derive asymptotic bounds for the corresponding maximal errors at four levels of approximation. As a corollary, approximations for the percentage points (or quantiles) of the Student distribution are obtained in terms of the percentage points of the standard normal distribution.