Some Approximations for the Noncentral-F Distribution
作者:
GovindS. Mudholkar,
YogendraP. Chaubey,
Ching-Chuong Lin,
期刊:
Technometrics
(Taylor Available online 1976)
卷期:
Volume 18,
issue 3
页码: 351-358
ISSN:0040-1706
年代: 1976
DOI:10.1080/00401706.1976.10489456
出版商: Taylor & Francis Group
关键词: Approximations;Noncentral-FDistribution;Edgeworth-Series Expansion
数据来源: Taylor
摘要:
Among the various approximations for the noncentral-Fdistribution. the best known are the computationally simpler approximation due to Severo and Zelen [18] and Laubscher [9], which requires only the normal distribution, and a more accurate approximation due to Tiku [21], which requires theFdistribution. Thcsr approximations are systematically evaluated. Some variations of these approximations are considered and found to he of comparable accuracy. An Edgeworth-acries approximation, which requires only the normal distribution, is developed and sren to be superior in accuracy. A FORTRAN-subroutine for the Edgeworth-series approximation is given.
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