problem-6.5

problem-6.5  The t distribution with 3 degrees of freedom has quite a long tail. Because of this, it takes a large sample size for \Xbar to have an approximately normal sampling distribution. The following simulation should show that n=25 is large enough, as measured by a q-q plot.
> res = c();for(i in 1:500) res[i] = mean(rt(25,3));qqnorm(res)
  
When n is much smaller than 25, the tails are still quite long.