Approximating the F distribution via a general version of the modified signed log-likelihood ratio statistic
نویسنده
چکیده
A simple normal approximation for the cumulative distribution function of the F distribution is obtained via a general version of the modified signed log-likelihood ratio statistic. This approximation exhibits remarkable accuracy even when the degrees of freedom are small. Using the same methodology, but with a simpler set up, simple and accurate normal approximations to the cumulative distribution functions of the Student t and χ2 distributions can also be obtained. c © 2008 Elsevier B.V. All rights reserved.
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عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 52 شماره
صفحات -
تاریخ انتشار 2008