On a sharper lower bound for a percentile of a Student's t distribution with an application

DOI10.1007/S11009-009-9127-5MaRDI QIDQ607606zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay

Publication date 22 November 2010

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-009-9127-5

zbMATH Keywords

confidence intervalssimulationsJensen's inequalityaverage sample sizediagnosticsnon-central \(t\)-distributionStudent's \(t\)-distributioncentral \(t\)-distributioncompare percentilesfixed-width confidence intervalsoversampling percentagepilot sample sizestandard normaltwo-stage sampling

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 1461225 (Why is no real title available?)
• scientific article; zbMATH DE number 3441448 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• A Study of the Accuracy of Some Approximations for t, χ 2 , and F Tail Probabilities
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A modification of the Fisher-Cornish approximation for the student t percentiles
• Bounds on Normal Approximations to Student's and the Chi-Square Distributions
• Errors in Normal Approximations to the $t,\tau,$ and Similar Types of Distribution
• On the Non-Existence of Tests of "Student's" Hypothesis Having Power Functions Independent of $\sigma$
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Sequential Methods and Their Applications
• The Percentile Points of Distributions Having Known Cumulants

Cited in

(6)

• Computing percentage points of the largest among Student's t random variables
• Lower Bounds for Percentiles of Pivots from a Sample Mean Standardized by S, the GMD, the MAD, or the Range in a Normal Distribution and Miscellany with Data Analysis
• Percentage points of the largest among Student's \(T\) random variable
• On asymptotic and strict monotonicity of a sharper lower bound for Student's \(t\) percentiles
• An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
• Stirling's formula for gamma functions, bounds for ratios of gamma functions, beta functions and percentiles of a studentized sample mean: a synthesis with new results

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