Approximation of Tail Probabilities Using theGn-Transform

DOI10.1081/SAC-120028430zbMath1100.62540MaRDI QIDQ4454178

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Publication date: 7 March 2004

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

Mathematics Subject Classification ID

Related Items (1)

A recursive algorithm for the \(G\) transformation and accurate computation of incomplete Bessel functions

Cites Work

• A New Method for Approximating Improper Integrals
• Approximation of Tail Probabilities by Means of the B n -Transformation
• Higher OrderG-Transformation

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