A simple approximation for the doubly noncentral t-distribution |
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| Authors: | Govind S Mudholkar Yogendra P Chaubey |
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| Institution: | Department of Statistics , university of Rochester , New York, Rochester |
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| Abstract: | A simple approximation for the doubly noncentral t-distribution, based upon the Fieller-Geary Theorem (1930) and approximate normality of the square root of the noncentral chi-square variable observed by Patnaik (1949), is developed, This approximation and an Edgeworth series expansion associated with it are evaluated. The simple approximation is seen to be reasonably accurate for most practical purposes. |
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| Keywords: | doubly noncentral t-distribution Fieller-Geary theorem Edgeworth expansion |
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