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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