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Glen_b
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"Limiting" and "approximate" are not necessarily the same thing. Limiting is specifically a distribution coming from some asymptotic result, so if you take $Y=t(\underline{X})$ and let's say that $\mu_Y= \theta(1-4/n)$ and $\sigma_Y=(2+2/n)/\sqrt{n}$ and you can show that $\lim_{n\to\infty}\frac{Y-\theta}{\sqrt{n}}\sim N(0,2^2)$$\lim_{n\to\infty}\frac{Y-\theta}{2/\sqrt{n}}\sim N(0,1)$, you can say "the limiting distribution of $\sqrt{n}(Y-\theta)$ is $N(0,2^2)$", and you might from that obtain an approximation for the distribution of $Y$ at $n=8$, say but for $n=8$ the distribution of $Y$ may be better approximated by a normal with $\mu=\frac{\theta}{2}$ and $\sigma^2=40\frac{1}{2}$$\sigma^2=81/128$ (if I did that right) than what you'd get from substituting $n$ into the limit calculation.

So "are they the same" in general depends on what approximation you're using.

If you used a limit result for a standardized $Y$ to obtain your approximation for for the distribution of $Y$ at some $n$ (which it looks like you did) then you might loosely(!) say that you're using the limiting distribution, though really it's an approximation obtained from the limiting distribution.

"Limiting" and "approximate" are not necessarily the same thing. Limiting is specifically a distribution coming from some asymptotic result, so if you take $Y=t(\underline{X})$ and let's say that $\mu_Y= \theta(1-4/n)$ and $\sigma_Y=(2+2/n)/\sqrt{n}$ and you can show that $\lim_{n\to\infty}\frac{Y-\theta}{\sqrt{n}}\sim N(0,2^2)$, you can say "the limiting distribution of $\sqrt{n}(Y-\theta)$ is $N(0,2^2)$", and you might from that obtain an approximation for the distribution of $Y$ at $n=8$, say but for $n=8$ the distribution of $Y$ may be better approximated by a normal with $\mu=\frac{\theta}{2}$ and $\sigma^2=40\frac{1}{2}$ than what you'd get from substituting $n$ into the limit calculation.

So "are they the same" in general depends on what approximation you're using.

If you used a limit result for a standardized $Y$ to obtain your approximation for for the distribution of $Y$ at some $n$ (which it looks like you did) then you might loosely(!) say that you're using the limiting distribution, though really it's an approximation obtained from the limiting distribution.

"Limiting" and "approximate" are not necessarily the same thing. Limiting is specifically a distribution coming from some asymptotic result, so if you take $Y=t(\underline{X})$ and let's say that $\mu_Y= \theta(1-4/n)$ and $\sigma_Y=(2+2/n)/\sqrt{n}$ and you can show that $\lim_{n\to\infty}\frac{Y-\theta}{2/\sqrt{n}}\sim N(0,1)$, you can say "the limiting distribution of $\sqrt{n}(Y-\theta)$ is $N(0,2^2)$", and you might from that obtain an approximation for the distribution of $Y$ at $n=8$, say but for $n=8$ the distribution of $Y$ may be better approximated by a normal with $\mu=\frac{\theta}{2}$ and $\sigma^2=81/128$ (if I did that right) than what you'd get from substituting $n$ into the limit calculation.

So "are they the same" in general depends on what approximation you're using.

If you used a limit result for a standardized $Y$ to obtain your approximation for for the distribution of $Y$ at some $n$ (which it looks like you did) then you might loosely(!) say that you're using the limiting distribution, though really it's an approximation obtained from the limiting distribution.

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Glen_b
  • 290.5k
  • 37
  • 652
  • 1.1k

"Limiting" and "approximate" are not necessarily the same thing. Limiting is specifically a distribution coming from some asymptotic result, so if you take $Y=t(\underline{X})$ and let's say that $\mu_Y= \theta(1-4/n)$ and $\sigma_Y=(2+2/n)/\sqrt{n}$ and you can show that $\lim_{n\to\infty}\frac{Y-\theta}{\sqrt{n}}\sim N(0,2^2)$, you can say "the limiting distribution of $\sqrt{n}(Y-\theta)$ is $N(0,2^2)$", and you might from that obtain an approximation for the distribution of $Y$ at $n=8$, say but for $n=8$ the distribution of $Y$ may be better approximated by a normal with $\mu=\frac{\theta}{2}$ and $\sigma^2=40\frac{1}{2}$ than what you'd get from substituting $n$ into the limit calculation.

So "are they the same" in general depends on what approximation you're using.

If you used a limit result for a standardized $Y$ to obtain your approximation for for the distribution of $Y$ at some $n$ (which it looks like you did) then you might loosely(!) say that you're using the limiting distribution, though really it's an approximation obtained from the limiting distribution.