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Teoriya Veroyatnostei i ee Primeneniya, 1959, Volume 4, Issue 2, Pages 136–149
(Mi tvp4875)
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This article is cited in 22 scientific papers (total in 22 papers)
On Transformations of Random Variables
L. N. Bol'shev Moscow
Abstract:
In the paper the relationship between asymptotically normal transformations of random variables and the Cornish-–Fisher expansion is established. This relationship enables asymptotically normal transformations to be constructed by a general method. Some generalizations of Wilson–Hilferty and Bartlett transformations may serve as examples. The percentage points of the $\chi^2$-distribution with n degrees of freedom, $n\geq80$, are given.
The last example is devoted to the construction of normal random numbers.
Received: 03.01.1959
Citation:
L. N. Bol'shev, “On Transformations of Random Variables”, Teor. Veroyatnost. i Primenen., 4:2 (1959), 136–149; Theory Probab. Appl., 4:2 (1959), 129–141
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