AN APPROXIMATION TO THE DISTRIBUTION OF Q (A VARIATE RELATED TO THE NON-CENTRAL T)
Abstract
A mathematical procedure which provides an easily available approximation to the distribution function of Q, or any monotone function of it, employing values of the beta distribution is presented and values of the mean and variance of Q for given theta and n are given. In particular, this approximation provides values for the probabili y integral of the non-central t (or any monotone function of it) for small non-centrality values. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1961
- Accession Number
- AD0267741
Entities
People
- D. Hogben
- M.b. Wilk
- R.s. Pinkham
Organizations
- Rutgers University–New Brunswick