The corfis subroutine for the generation of selected level percentage points of the pearson type VI distribution

DOI10.1080/03610918008812166zbMath0469.62003OpenAlexW2030301178MaRDI QIDQ3923383

James M. Davenport, Thomas A. Herring

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1080/03610918008812166

zbMATH Keywords

F distributionCornish-Fisher expansionPearson type VI distributionCORFIS subroutinenon- iterative computation of percentiles

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Asymptotic distribution theory in statistics (62E20) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Efficient prime counting and the Chebyshev primes, Testing regression function adequacy with correlation and without replication