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Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 4, Pages 746–749
(Mi tvp588)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On the evaluation of quantiles of the $\Gamma$-distribution
V. I. Pagurova Moscow
Abstract:
Some asymptotic expansions of quantiles of the $\Gamma$-distribution based on the Cornish–Fisher expansions are considered. The table of correction of the Wilson–Hilferty transformation is given. This table enables us to evaluate the quantiles of the $\Gamma$-distribution for all values of parameter $m\ge25$ and probabilities $0.0001\le p\le0.9999$ with the accuracy not less than six significant figures.
Received: 06.04.1965
Citation:
V. I. Pagurova, “On the evaluation of quantiles of the $\Gamma$-distribution”, Teor. Veroyatnost. i Primenen., 10:4 (1965), 746–749; Theory Probab. Appl., 10:4 (1965), 677–680
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Abstract page: | 1027 | Full-text PDF : | 603 | First page: | 8 |
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