APPROXIMATION TO PERCENTAGE POINTS OF THE Z-DISTRIBUTION

成果类型:
Article
署名作者:
CARTER, AH
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1947
页码:
352358
关键词:
摘要:
Tables of the percentage points of z are available for a range of values of [image] 1 and [image] 2. Outside the range tabulated 2 approx. formulae have been suggested. One, depending on an expansion of z in an Edgeworth series, involves laborious calculations. The 2d, due to Fisher and Cochran, is given in Fisher and Yates'' Tables and is widely used. Wishart has recently pointed out that an approximation to any cumulant, obtained by considering its leading term only, is improved by writing l/([image][long dash]1) for 1/n. With this substitution a refinement on the Fisher-Cochran formula is obtained. Comparisons are shown of the results of applying the 3 approx. formulae in some representative cases.