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Journal of the American Statistical Association Volume 66, 1971 - Issue 336
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Theory and Method

Approximation of Tail Probabilities by Means of the Bn-Transformation

H. L. Gray Department of Mathematics, Texas Tech University, Lubbock, Texas, 79409, USA
&
T. O. Lewis Texas Tech University, Lubbock, Texas, 79409, USA
Pages 897-899 | Published online: 05 Apr 2012
 
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Abstract

A general method for approximating tail probabilities is described and exemplified. The method has the advantage of being quite straightforward and easy to apply. The behavior of the approximations resulting from the proposed procedure is investigated for gamma, beta, and normal distributions.

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