Modified Normal-based Approximation to the Percentiles of Linear Combination of Independent Random Variables with Applications

DOI10.1080/03610918.2014.904342zbMath1380.62049OpenAlexW2024651879MaRDI QIDQ2821008

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Publication date: 16 September 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.904342

zbMATH Keywords

coverage probabilityrelative riskMOVERfiducial approachdoubly noncentral \(F\)modified large sample methodratio of odds

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (7)

Fiducial confidence intervals for proportions in finite populations: One- and two-sample problems ⋮ A new confidence interval for the ratio of two normal means and comparisons ⋮ Simultaneous inferences: new method of maximum combination ⋮ Confidence intervals for a two-parameter exponential distribution: One- and two-sample problems ⋮ Inference for the autocovariance of a functional time series under conditional heteroscedasticity ⋮ Constructing a confidence interval for the ratio of normal distribution quantiles ⋮ Estimation of the probability content in a specified interval using fiducial approach

Cites Work

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• The Distribution of Chi-Square
• A higher order approximation to a percentage point of the non–central t-distribution
• Inferences about a linear combination of proportions
• Improved Tolerance Factors for Multivariate Normal Distributions
• Computing the distribution of quadratic forms in normal variables
• Approximate and Asymptotic Distributions of Chi-Squared–Type Mixtures With Applications
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
• APPLICATIONS OF THE NON-CENTRAL t-DISTRIBUTION

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