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A Tail Quantile Approximation for the Student t Distribution

✍ Scribed by Schlüter, Stephan; Fischer, Matthias

Book ID
121219465
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
202 KB
Volume
41
Category
Article
ISSN
0361-0926

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For the Student's t cumulative distribution function F(x; n) with n ≥ 3 degrees of freedom, a corrected normal approximation, ( x), is proposed as an extension of the well-known ordinary normal approximation (x), where (x) is the standard normal cumulative distribution and = (x; n) is a shrinking fa