A note on a proposed student t approximation

被引：3

作者：

Gleason, JR

机构：

[1] Loesl Ltd, Tully, NY 13159 USA

[2] Syracuse Univ, Tully, NY 13159 USA

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2000年 / 34卷 / 01期

关键词：

computation; distribution function; quantile function; student t distribution;

D O I：

10.1016/S0167-9473(99)00070-5

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Li and De Moor (1999, Comput. Statist. Data Anal. 29, 213-216) suggested a simple approximation to the distribution function of the student t family. This note observes that the Gaver-Kafadar approximation (1984, Amer. Statist. 38, 308-311) is of the same type, and it ought to be preferred to the Li-De Moor approximation on the grounds of accuracy and convenience. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：63 / 66

页数：4