The Asymptotic Inversion of Certain Cumulative Distribution Functions

DOI10.1007/978-3-642-12110-4_11zbMath1220.65013OpenAlexW1530059624MaRDI QIDQ3006924

Javier Segura, Amparo Gil, Nico M. Temme

Publication date: 21 June 2011

Published in: Progress in Industrial Mathematics at ECMI 2008 (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/16430

zbMATH Keywords

asymptotic expansionsnumerical inversioneconometricscumulative distribution functions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Computation of special functions and constants, construction of tables (65D20) Other functions defined by series and integrals (33E20) Numerical chaos (65P20) Numerical approximation and evaluation of special functions (33F05)

Related Items (3)

\texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral) ⋮ The Asymptotic and Numerical Inversion of the MarcumQ-Function ⋮ A shape-preserving spline interpolation for sampling designs from inverse distributions

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