Approximation of Tail Probabilities by Means of theBn-Transformation
作者:
H.L. Gray,
T.O. Lewis,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1971)
卷期:
Volume 66,
issue 336
页码: 897-899
ISSN:0162-1459
年代: 1971
DOI:10.1080/01621459.1971.10482367
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A general method for approximating tail probabilities is described and exemplified. The method has the advantage of being quite straightforward and easy to apply. The behavior of the approximations resulting from the proposed procedure is investigated for gamma, beta, and normal distributions.
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