Approximating Tail Probabilities of Noncentral Distributions

Abstract

Gray and Wang's (1991) general method for approximating tail probabilities is applied to the cases of noncentral x squared, F and t distributions. The validity of such applications is established. The resulting approximations are easy to compute. Numerical results show the great accuracy of the approximations for all three most commonly used noncentral distributions. (Author) (kr)

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Document Details

Document Type
Technical Report
Publication Date
Oct 19, 1990
Accession Number
ADA228426

Entities

People

  • H. L. Gray
  • Suojin Wang

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computations
  • Contracts
  • Convergence
  • Data Analysis
  • Differential Equations
  • Distribution Functions
  • Equations
  • Hypergeometric Functions
  • Infinite Series
  • New York
  • Probability
  • Procedures (Computers)
  • Random Variables
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.