首页   按字顺浏览 期刊浏览 卷期浏览 Some Approximations for the Noncentral-F Distribution
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.

 

点击下载:  PDF (658KB)



返 回