FURTHER APPROXIMATE PEARSON PERCENTAGE POINTS AND CORNISH-FISHER

被引：16

作者：

BOWMAN, KO ^{[1
]}

SHENTON, LR ^{[1
]}

机构：

[1] UNIV GEORGIA,ATHENS,GA 30602

来源：

COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION | 1979年 / 8卷 / 03期

关键词：

approximants; Cornish-Fisher; Pearson percentiles; portable computer;

D O I：

10.1080/03610917908812116

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A set of 19-point rational fraction approximants for Pearson distributions at levels a = 0.025, 0.25, 0.50, 0.75, and 0.975 is added to a previous study (Biometrika, 1979). The relation to a Cornish-Fisher expansion is discussed and advice proffered on interpolation for a new deviate or new level. © 1979, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：231 / 244

页数：14

共 10 条

[1] AMOS DE, 1971, RR710348 SAND CORP R
[2] NOTES ON DISTRIBUTION OF SQUARE-ROOTB-1 IN SAMPLING FROM PEARSON DISTRIBUTIONS
BOWMAN, KO
SHENTON, LR
[J]. BIOMETRIKA, 1973, 60 (01) : 155 - 167
[3] BOWMAN KO, 1979, BIOMETRIKA, V66, P1
[4] CORNISH EA, 1937, REV I INT STATISTIQU, V4, P1
[5] Draper NR, 1973, COMMUN STAT, V1, P495, DOI 10.1080/03610927308827044
[6] Fisher R. A., 1960, TECHNOMETRICS, V2, P209, DOI [DOI 10.1080/00401706.1960.10489895, 10.1080/00401706.1960.10489895]
[7] PEARSON ES, 1968, BIOMETRIKA, V55, P19
[8] Pearson ES, 1972, BIOMETRIKA TABLES ST, VII
[9] PEARSON ES, 1978, 1181 U N CAR I STAT
[10] SIMAIKA JB, 1942, BIOMETRIKA, V32, P265

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