Asymptotic Formulas for Significance Levels of Certain Distributions

DOI10.1214/AOMS/1177731492MaRDI QIDQ5836287zbMATH OpenOpenAlexFDO

Authors Alfred M. Peiser

Publication date 1943

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177731492

zbMATH Keywords

statistics

Cited in

(9)

• A simple approximation to the percentiles of the \(t\) distribution skewness and curtosis
• Minimum distance approach to inference with many instruments
• A tail quantile approximation for the Student t distribution
• Specification testing in models with many instruments
• Chi-Square Percentiles: Old and New Approximations, with Applications to Sample Size Determination
• Comparisons of approximations to the percentiles of thet,x²,andFdistributions
• A comparison of some approximations to the Wilcoxon-Mann-Whitney distribution
• Inference in regression models with many regressors
• Asymptotic optimality of the Wilson-Hilferty cube-root transformation on the gamma distribution for higher-order odd central moments

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