A general approximation to quantiles

DOI10.1080/03610926.2016.1222433MaRDI QIDQ4598578zbMATH OpenOpenAlexWikidataFDO

Authors Chang Yu, Daniel Zelterman

Publication date 15 December 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc6214622

zbMATH Keywords

inverse distribution functionpercentage pointsTaylor expansion

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(5)

• A second order approximation for the inverse of the distribution function of the sample mean.
• An algorithm for the quantile of t-distribution with power series expansion
• A Modular CDF Approach for the Approximation of Percentiles
• On approximate computation of the quantile criterion
• Tail quantile approximations for hybrid lognormal distribution

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