The Percentile Points of Distributions Having Known Cumulants
From MaRDI portal
Publication:3272879
DOI10.2307/1266546zbMath0095.13704OpenAlexW4243325054MaRDI QIDQ3272879
Publication date: 1960
Full work available at URL: http://hdl.handle.net/2440/15277
Related Items
Edgeworth expansions for network moments ⋮ Lower Bounds for Percentiles of Pivots from a Sample Mean Standardized by S, the GMD, the MAD, or the Range in a Normal Distribution and Miscellany with Data Analysis ⋮ Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model ⋮ Bias reduction for the ratio of means ⋮ Rearranging Edgeworth-Cornish-Fisher expansions ⋮ DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL ⋮ The distribution and cumulants of a studentised statistic ⋮ New properties and representations for members of the power-variance family. II ⋮ Accurate confidence intervals when nuisance parameters are present ⋮ PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS ⋮ Posterior moments and quantiles for the normal location model with Laplace prior ⋮ Accurate confidence intervals for distributions with one parameter ⋮ Economic neutral position: how to best replicate not fully replicable liabilities? ⋮ A simple and improved score confidence interval for a single proportion ⋮ Density estimates of low bias ⋮ Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection ⋮ On a sharper lower bound for a percentile of a Student's \(t\) distribution with an application ⋮ On the use of \(L\)-functionals in regression models ⋮ Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors ⋮ Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Canonical regression models for exponential families ⋮ Cornish-Fisher expansions using sample cumulants and monotonic transformations ⋮ Expansions for log densities of asymptotically normal estimates ⋮ Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations ⋮ A simple approximation to the percentiles of the \(t\) distribution skewness and curtosis ⋮ Unnamed Item ⋮ A unified method for constructing expectation tolerance intervals ⋮ The dual multivariate Charlier and Edgeworth expansions ⋮ Expansions about the gamma for the distribution and quantiles of a standard estimate ⋮ Differentiated logdensity approximants ⋮ Comparing scale parameters in several gamma distributions with known shapes ⋮ Confidence intervals for the length of a vector mean ⋮ The cornish-fisher expansion for estimating percentage points: a numerical perspective ⋮ Statistical inference on difference or ratio of means from heteroscedastic normal populations ⋮ Omnibus test of normality using the Q statistic ⋮ A Remark on the Zhang Omnibus Test for Normality ⋮ A Viable Alternative to Resorting to Statistical Tables ⋮ Negentropy as a function of cumulants ⋮ Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and ⋮ Distribution of sample mean when observations are correlated ⋮ Fiducial inference-based failure mechanism consistency analysis for accelerated life and degradation tests ⋮ Percentage points of the statistics for testing hypotheses on mean vectors of multivariate normal distributions with missing observations ⋮ On the distribution of a statistic used for testing a multinormal mean vector with incomplete data ⋮ Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models
This page was built for publication: The Percentile Points of Distributions Having Known Cumulants
