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An Approximate Normalizing Power Transformation for theFDistribution

 

作者: R. Viveros,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1990)
卷期: Volume 19, issue 1  

页码: 57-69

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812845

 

出版商: Marcel Dekker, Inc.

 

关键词: approximate tail-probability;approximate quantile;logarithmic transformation;Wilson-Hilferty

 

数据来源: Taylor

 

摘要:

A power transformation of theFdistribution is presented, yielding simple normal approximations for both probabilities and quantiles of the distribution. The transformation proposed is shown to produce the well-known Wilson-Hilferty cube root transformation (Wilson and Hilferty, 1931) for the chi-square distribution as a limiting case, as well as the Fisher logarithmic transformation (Fisher, 1924, 1925) for equal degrees of freedom. A numerical assessment of the accuracy achieved for approximating tail probabilities and a comparison with some of the existing approximate procedures are given.

 

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