I encountered the following three distributions of a continuous random variable, with the corresponding pdf's;
- the normal(Gaussian) distribution $$f_{\mu,\sigma}(x)=\frac1{\sigma\sqrt{2\pi}}e^{-\frac12\left(\frac{x-\mu}{\sigma}\right)^2}$$
- the Cauchy distribution
$$f_{x_0,\gamma}(x)=\frac1{\pi\gamma\left[1+\left(\frac{x-x_0}\gamma\right)^2\right]} =\frac1{\pi\gamma}\left[\frac{\gamma^2}{(x-x_0)^2+\gamma}\right]$$
- the student t-distribution $$f_\nu(t)=\frac{\Gamma(\frac{\nu+1}2)}{\sqrt{\nu\pi}\; \Gamma(\frac\nu2)}\left(1+\frac{t^2}\nu\right)^{-\frac{\nu+1}2}$$
The formulas are all from wikipedia. And it says the first two distributions are special cases of the third one. Setting $\nu=1$ to the third pdf, we get the second pdf with $x_0=0$ and $\gamma=1$ very easily. The only nontrivial part of which is to evaluate $\Gamma\left(\frac12\right)=\sqrt{\pi}$, but it seems feasible anyway.
But how come are the first and the third related? Wikipedia says that the third 'approaches' to the first($\mu=0$, $\sigma=1$) as $\nu\to\infty$. But how? Can anyone give me a possible answer?