Simple General Approximations for a Random Variable and its Inverse Distribution Function Based on Linear Transformations of a Nonskewed Variate

DOI10.1137/0907001zbMath0631.65149OpenAlexW1965171152WikidataQ121818055 ScholiaQ121818055MaRDI QIDQ3768357

Haim Shore

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0907001

zbMATH Keywords

hypothesis testingdistributionsloss functionPoisson distributionnormal approximationbinomial distributionchi-squaregamma distributionsapproximation of distributionst distributionsFisher's z and F distributionsinverse distribution function

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Probabilistic methods, stochastic differential equations (65C99)

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