The distribution and cumulants of a studentised statistic

DOI10.1080/03610918908812761MaRDI QIDQ3471344zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers

Publication date 1989

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918908812761

zbMATH Keywords

confidence intervalscumulantsexpansionsCornish-FisherEdgewortht-distributionstudentised statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Statistical tables (62Q05) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• On the Student's \(t\)-distribution and the \(t\)-statistic
• On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
• The Approximate Distribution of Student's Statistic
• scientific article; zbMATH DE number 3982255
• scientific article; zbMATH DE number 4104198
• A generalised student's \(t\)-distribution
• Asymptotic distributions of non-central Studentized statistics
• On the joint distribution of Studentized order statistics
• Student's \(t\)-distribution and related stochastic processes

Cites work

• A note on Edgeworth expansions for the von Mises functionals
• Exact formulas for additional terms in some 1mportant series expansions
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• The Percentile Points of Distributions Having Known Cumulants

Cited in

(15)

• On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
• Expansions for log densities of asymptotically normal estimates
• Tilted Edgeworth expansions for asymptotically normal vectors
• One property of the Student's distribution with two degrees of freedom
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Expansions about the gamma for the distribution and quantiles of a standard estimate
• scientific article; zbMATH DE number 4104198 (Why is no real title available?)
• Asymptotic distributions of non-central Studentized statistics
• scientific article; zbMATH DE number 3106160 (Why is no real title available?)
• On the Student's \(t\)-distribution and the \(t\)-statistic
• scientific article; zbMATH DE number 3104740 (Why is no real title available?)
• Correlation is first order independent of transformation
• Characterizations of Student's distribution with two degrees of freedom
• Limit distributions of Studentized means.
• scientific article; zbMATH DE number 4078491 (Why is no real title available?)

This page was built for publication: The distribution and cumulants of a studentised statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3471344)