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A FOUR-MOMENT APPROXIMATION BASED ON THE F DISTRIBUTION
Authors:M. L. Tiku   D. Y. N. Yip
Affiliation:Department of Applied Mathematics McMaster University, Hamilton, Canada
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.
Keywords:
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