Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
418049 | Computational Statistics & Data Analysis | 2008 | 11 Pages |
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
Authors
A.C.M. Wong,