On asymptotic and strict monotonicity of a sharper lower bound for Student's t percentiles

DOI10.1007/S11009-009-9128-4MaRDI QIDQ607607zbMATH OpenOpenAlexFDO

Authors Allan Gut, 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/s11009-009-9128-4

zbMATH Keywords

gamma functionasymptotic monotonicitystandart normal

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3863589 (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 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 a sharper lower bound for a percentile of a Student's \(t\) distribution with an application
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Stirling's formula and its extensions: heuristic approaches

Cited in

(6)

• 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
• Monotone tail and moment ratio properties of Student's family of distributions
• On a sharper lower bound for a percentile of a Student's \(t\) distribution with an application
• An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
• Tail probability ratios of normal and Student's \(t\) distributions
• 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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