An Approximation to the Distribution of the Sample Variance

DOI10.2307/3314982MaRDI QIDQ3332071zbMATHOpenAlexFDO

Authors H. Solomon, Michael A. Stephens

Publication date 1983

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314982

zbMATH Keywords

tablesComparisonsdistribution of the sample variancethree-moment approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistical distribution theory (62E99)

Recommendations

• On moments of sample mean and variance
• Saddlepoint approximation to the distribution of general statistics
• An F Approximation to the Distribution of a Linear Combination of Chi-squared Variables.
• A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases
• An approximation for the noncentral chi-squared distribution

Cited in

(6)

• Statistical properties of the sample semi-variance
• scientific article; zbMATH DE number 1091391 (Why is no real title available?)
• The sampling distribution of the index of dispersion
• A normed measure of variability among proportions
• Representations for bias and variance of the sample standard deviation
• Variance approximation under balanced sampling

This page was built for publication: An Approximation to the Distribution of the Sample Variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3332071)