Article ID Journal Published Year Pages File Type
418049 Computational Statistics & Data Analysis 2008 11 Pages PDF
Abstract

A simple normal approximation for the cumulative distribution function of the FF distribution is obtained via a general version of the modified signed log-likelihood ratio statistic. This approximation exhibits remarkable accuracy even when the degrees of freedom are small. Using the same methodology, but with a simpler set up, simple and accurate normal approximations to the cumulative distribution functions of the Student tt and χ2χ2 distributions can also be obtained.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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