A Higher Order Approximation to a Percentage Point of the Distribution of a Noncentral t-Statistic Without the Normality Assumption

DOI10.1080/03610918.2012.695841zbMath1302.62035OpenAlexW2155386329MaRDI QIDQ5299948

Shinichi Kawai, Nao Ohyauchi, Masafumi Akahira

Publication date: 24 June 2013

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

Full work available at URL: https://doi.org/10.1080/03610918.2012.695841

zbMATH Keywords

percentilenormal random variableconfidence limitnoncentral \(t\)-distributionnoncentral \(t\)-statisticchi-statistic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Approximations to statistical distributions (nonasymptotic) (62E17)

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