Efficient computation of the distribution functions of student'stchi-squared andfto moderate accuracy

DOI10.1080/00949658208810542MaRDI QIDQ3936155zbMATH OpenOpenAlexFDO

Authors Mohamed El Lozy

Publication date 1982

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658208810542

zbMATH Keywords

chi-squared disturbationCornish-Fisher expansionsF distributionshort word lengthsingle precisionStudent's t distribution

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• Bounds on Normal Approximations to Student's and the Chi-Square Distributions
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Pitfalls in Computation, or why a Math Book isn't Enough

Cited in

(1)

• A normal approximation for the chi-square distribution

Describes a project that uses

Uses Software

• SPSS

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