A FOUR-MOMENT APPROXIMATION BASED ON THE F DISTRIBUTION |
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Authors: | M. L. Tiku D. Y. N. Yip |
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Affiliation: | Department of Applied Mathematics McMaster University, Hamilton, Canada |
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Abstract: | ![]() In this note, a four-moment approximation based on the F-distribution is obtained by equating the first four moments on both sides of the equation F(X + g)/h , where F has the central F-distribution having (v1 v2) degrees of freedom. The usefulness of this approximation is illustrated. |
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