The Uniform Asymptotic Expansion of a Class of Integrals Related to Cumulative Distribution Functions

DOI10.1137/0513017zbMath0489.41031OpenAlexW2071505782MaRDI QIDQ3950991

Nico M. Temme

Publication date: 1982

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/10716

zbMATH Keywords

incomplete beta functionincomplete gamma functionuniform approximationchi-square distributionrandom variableuniform asymptotic expansioncumulative distribution functionsF-distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Gamma, beta and polygamma functions (33B15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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