A new asymptotic representation and inversion method for the Student's t distribution

DOI10.1080/10652469.2021.2007906OpenAlexW3112685965MaRDI QIDQ5094505

Amparo Gil, Javier Segura, Nico M. Temme

Publication date: 3 August 2022

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.09789

zbMATH Keywords

incomplete beta functionasymptotic expansionsStudent's-\(t\) distribution

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Computation of special functions and constants, construction of tables (65D20) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Related Items (2)

New asymptotic representations of the noncentral t‐distribution ⋮ A third-order iterative algorithm for inversion of cumulative central beta distribution

Uses Software

• DLMF
• GammaCHI

Cites Work

• Unnamed Item
• \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
• Efficient algorithms for the inversion of the cumulative central beta distribution
• Asymptotic inversion of the binomial and negative binomial cumulative distribution functions
• On the computation and inversion of the cumulative noncentral beta distribution function
• Asymptotic Methods for Integrals
• A generalization of Student'st-distribution from the viewpoint of special functions
• On Student's 1908 Article “The Probable Error of a Mean”
• Representations of the central and non-central t distributions
• Numerical Methods for Special Functions

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