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  • 标题:APPROXIMATIONS TO NON-CENTRAL X2 AND F DISTRIBUTIONS
  • 本地全文:下载
  • 作者:Norio Torigoe
  • 期刊名称:JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • 印刷版ISSN:1882-2754
  • 电子版ISSN:1348-6365
  • 出版年度:1996
  • 卷号:26
  • 期号:2
  • 页码:145-159
  • DOI:10.14490/jjss1995.26.145
  • 出版社:JAPAN STATISTICAL SOCIETY
  • 摘要:Recently, a new higher order approximation to a percentage point for a non-central t -distribution was proposed by Akahira [1] using the Cornish-Fisher expansion and was shown to be better than prior approximations. In this paper approximation formulae for percentage points of the non-central x 2 and F distribution are proposed in a similar way to the above. An approximation formula of a percentage point of the non-central x 2 distribution is also given by a direct application of the Cornish-Fisher expansion for the chi-square statistic. Further, the numerical comparison of these formulae with former formulae shows that the new approximation formulae behave better than the others.
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