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A note on a proposed student t approximation

✍ Scribed by John R Gleason

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 90 KB
Volume: 34
Category: Article
ISSN: 0167-9473
DOI: 10.1016/s0167-9473(99)00070-5

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✦ Synopsis

Li and De Moor (1999, Comput. Statist. Data Anal. 29, 213-216)

suggested a simple approximation to the distribution function of the student t family. This note observes that the Gaver-Kafadar approximation (1984, Amer. Statist. 38, 308-311) is of the same type, and it ought to be preferred to the Li-De Moor approximation on the grounds of accuracy and convenience.

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