A HIGHER-ORDER APPROXIMATION TO A PERCENTAGE POINT OF THE NONCENTRAL T-DISTRIBUTION
A HIGHER-ORDER APPROXIMATION TO A PERCENTAGE POINT OF THE NONCENTRAL T-DISTRIBUTION
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DOI：
10.1080/03610919508813261
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发表时间：
1995-01-01
影响因子：
0.9
通讯作者：
AKAHIRA, M
中科院分区：
文献类型：
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作者：
AKAHIRA, M
使用基于正态随机变量和chi随机变量的线性组合的统计量的Cornish-Fisher展开，给出了自由度为nu的非中心t分布的一个百分点的高阶近似公式，直至o（nu(-3)）阶。给出了非中心性参数的置信上限和置信区间。得到了数值结果。
A higher order approximation formula for a percentage point of the noncentral t-distribution with nu degrees of freedom is given up to the order o(nu(-3)), using the Cornish-Fisher expansion for the statistic based on a linear combination of a normal random variable and a chi-random variable. The upper confidence limit and the confidence interval for the non-centrality parameter are given. Numerical results are also obtained.