A corrected normal approximation for the
β
Baibing Li; Bart De Moor
π
Article
π
1998
π
Elsevier Science
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English
β 61 KB
For the Student's t cumulative distribution function F(x; n) with n β₯ 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