Large-sample approximations
Thomas A. Severini · 2000
Abstract In many cases it is difficult or impossible to find the exact sampling distribution of a statistic. In these cases, we may use a large-sample approximation. Let Y1,..., Yn denote a sequence of real-valued random variables and let Fn denote the distribution function of yn. Consider the problem of approximating Fn. In typical applications, n denotes the underlying sample size so that, for example, Yn may be the sample mean based on n independent observations.