A corrected normal approximation for the Student's t distribution

Computational Statistics and Data Analysis

Volumn 29, Issue 2, 1998, Pages 213-216

  Li, Baibing ^a   Moor, Bart De ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Approximation; Normal distribution; Student's t distribution

Indexed keywords

ERRORS; FUNCTIONS; NORMAL DISTRIBUTION; NUMERICAL METHODS; PROBABILITY; STATISTICAL METHODS;

STUDENT DISTRIBUTION;

APPROXIMATION THEORY;

ERROR ANALYSIS; STATISTICAL ANALYSIS;

EID: 0032576629     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(98)00065-6     Document Type: Article

References (4)

1. George E.O., El-Saidi M., Singh K. A generalized logistic approximation of the Student's. t distribution. Commun. Statist.-Simula. 15:1986;1199-1208.
2. Johnson, N.L., Kotz, S., Balakrishnan, N., 1995. Distributions in Statistics: Continuous Univariate Distributions, vol.2, 2nd ed. Wiley, New York.
3. Li B., De Moor B. Simple approximation relation between the symmetrical generalized logistic and Student's. t distributions. Commun. Statist.-Simula 26:1997;1029-1039.
4. Rohatgi V.K. An Introduction to Probability Theory Mathematical Statistics. Wiley, New York.