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In J. J. Thomson's cathode ray experiment, he used a discharge tube in order to make the gas inside conduct electricity.

Why do gases under low pressure conduct electricity?

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    $\begingroup$ Gases under high pressure can as well - see, e.g., lightning. All a question of the electric field, ionization potential, and mean free path of the electrons. $\endgroup$ – Jon Custer Sep 30 '16 at 16:46
  • $\begingroup$ highly related: chemistry.stackexchange.com/questions/37004/… $\endgroup$ – orthocresol Sep 30 '16 at 18:59
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    $\begingroup$ I think @ Jon Custer is correct. I suspect cathode ray tubes are mostly evacuated to allow the electrons a relatively unimpeded path. $\endgroup$ – bpedit Sep 30 '16 at 19:16
  • $\begingroup$ In a microwave oven, hot air at atmospheric pressure conducts nicely: youtube.com/watch?v=5f46zUgYBKE $\endgroup$ – DrMoishe Pippik Oct 2 '16 at 2:28
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The cathode ray tube doesn't conduct electricity per se. It liberates free electrons that are simply moving through a vacuum from one end to the other. In practice, you can't create a real vacuum, so a low pressure gas (as low as possible) is used instead.

Air has a high enough dielectric strength that it will dampen the effect of the applied voltage. That is, it'll be harder to liberate free electrons to shoot down the tube.

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