scientific article; zbMATH DE number 176433

MaRDI QIDQ4035591zbMATH OpenFDO

Authors Nico M. Temme

Publication date 18 May 1993

zbMATH Keywords

asymptotic expansionasymptotic inversiondistribution functions of Gaussian formincomplete gamma functioninversion methodnormal distributionsymmetric beta fusion

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic methods, stochastic differential equations (65C99)

Review text

[For the entire collection see Zbl 0753.00017.] Cumulative distribution functions of Gaussian form are considered, which for large values of the parameter are represented as the normal distribution plus remainder. The normal distribution is inverted and an asymptotic expansion is constructed for the solution of the inversion problem. For the symmetric beta fusion the transformation to the Gaussian standard form is given, together with an indication of the numerical accuracy of the inversion method.

Recommendations

• The asymptotic inversion of certain cumulative distribution functions
• Asymptotic inversion of the incomplete beta function
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• Asymptotic inversion of the binomial and negative binomial cumulative distribution functions
• Asymptotic Inversion of Incomplete Gamma Functions

Cited in

(4)

• Asymptotic inversion of the incomplete beta function
• Asymptotic inversion of the binomial and negative binomial cumulative distribution functions
• The asymptotic inversion of certain cumulative distribution functions
• scientific article; zbMATH DE number 3878248 (Why is no real title available?)

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