A Tail Quantile Approximation for the StudenttDistribution

DOI10.1080/03610926.2010.513784zbMath1284.62121OpenAlexW1994548075MaRDI QIDQ2920063

Matthias Fischer, Stephan Schlueter

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.513784

zbMATH Keywords

Student \(t\) distributionquantile approximationvariance-mixture of normals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (1)

An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s t-distribution

Uses Software

• R
• QRM

Cites Work

• A convergent asymptotic expansion for Mill's ratio and the normal probability integral in terms of rational functions
• Approximate Formulas for the Percentage Points and Normalization of $t$ and $x^2$
• Asymptotic Formulas for Significance Levels of Certain Distributions
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