On asymptotic and strict monotonicity of a sharper lower bound for Student's \(t\) percentiles

DOI10.1007/s11009-009-9128-4zbMath1229.62012OpenAlexW2066072980MaRDI QIDQ607607

Allan Gut, Nitis Mukhopadhyay

Publication date: 22 November 2010

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

Full work available at URL: https://doi.org/10.1007/s11009-009-9128-4

zbMATH Keywords

gamma functionasymptotic monotonicitystandart normal

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Strong limit theorems (60F15)

Related Items

Lower Bounds for Percentiles of Pivots from a Sample Mean Standardized by S, the GMD, the MAD, or the Range in a Normal Distribution and Miscellany with Data Analysis, Stirling's formula for gamma functions, bounds for ratios of gamma functions, beta functions and percentiles of a studentized sample mean: a synthesis with new results, An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions

Cites Work

• On a sharper lower bound for a percentile of a Student's \(t\) distribution with an application
• Errors in Normal Approximations to the $t,\tau,$ and Similar Types of Distribution
• Bounds on Normal Approximations to Student's and the Chi-Square Distributions
• A modification of the Fisher-Cornish approximation for the student t percentiles
• Stirling's Formula and Its Extensions: Heuristic Approaches
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Unnamed Item
• Unnamed Item
• Unnamed Item