On approximations involving the beta distribution
作者:
Benedikt Jóhannesson,
Narayan Giri,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1995)
卷期:
Volume 24,
issue 2
页码: 489-503
ISSN:0361-0918
年代: 1995
DOI:10.1080/03610919508813253
出版商: Marcel Dekker, Inc.
关键词: central beta distribution;noncentral beta distribution;Patnaik's approximation
数据来源: Taylor
摘要:
In part 1 we give two approximations where a linear combination of central beta variables is approximated by a single beta variable. Extensive numerical computations are done to compare these approximations for the case of two central beta variable with parameters (b1,a1), (b2,a2) with a special attention for the case b1√ b2. They show that these approximations are sufficiently good for most cases. The second part of this paper compare four similar approximations for noncentral beta variables and conclude that three of them are sufficiently good for most practical purposes.
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