On a sharper lower bound for a percentile of a Student's t distribution with an application
DOI10.1007/S11009-009-9127-5zbMATH Open1204.60021OpenAlexW2043646024MaRDI QIDQ607606FDOQ607606
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
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- The Percentile Points of Distributions Having Known Cumulants
- Errors in Normal Approximations to the $t,\tau,$ and Similar Types of Distribution
- Bounds on Normal Approximations to Student's and the Chi-Square Distributions
- A modification of the Fisher-Cornish approximation for the student t percentiles
- A Study of the Accuracy of Some Approximations for t, χ 2 , and F Tail Probabilities
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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