Efficient computation of the distribution functions of student'stchi-squared andfto moderate accuracy

DOI10.1080/00949658208810542zbMath0478.65086OpenAlexW1994400611MaRDI QIDQ3936155

Mohamed El Lozy

Publication date: 1982

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658208810542

zbMATH Keywords

F distributionsingle precisionCornish-Fisher expansionsStudent's t distributionchi-squared disturbationshort word length

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Related Items (1)

A normal approximation for the chi-square distribution

Uses Software

• SPSS

Cites Work

• Bounds on Normal Approximations to Student's and the Chi-Square Distributions
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Pitfalls in Computation, or why a Math Book isn't Enough

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