Percentage points of the largest among Student's \(T\) random variable

DOI10.1023/B:MCAP.0000017711.83727.A5zbMath1045.60009MaRDI QIDQ596498

Nitis Mukhopadhyay, Makoto Aoshima

Publication date: 10 August 2004

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

approximationapplicationsCornish-Fisher expansionlargest \(t\) valuepercentage point

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Computing percentage points of the largest among Student's t random variables

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