Approximating tail probabilities of noncentral distributions

DOI10.1016/0167-9473(93)90261-QzbMath0875.62068OpenAlexW2018837778MaRDI QIDQ2563657

Suojin Wang, Henry L. Gray

Publication date: 10 November 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90261-q

zbMATH Keywords

tail probabilitynoncentral Fnoncentral \(t\)\(G^{(m)}_ n\)-transformnoncentral \(\chi^ 2\)

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

A higher order approximation to a percentage point of the non–central t-distribution ⋮ An approximation for the noncentral chi-squared distribution

Cites Work

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• Two new classes of nonlinear transformations for accelerating the convergence of infinite integrals and series
• Approximations to noncentral distributions
• A Central t Approximation to the Noncentral t Distribution
• An F approximation and its application

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