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Theory and Method

Approximation of Tail Probabilities by Means of the Bn-Transformation

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Pages 897-899 | Published online: 05 Apr 2012

References

  • Gray , H. L. , Atchison , T. A. and McWilliams , G. V. 1971 . “On Higher Order G-Transformations,” . SIAM Journal on Numerical Analysis , 8 ( 2 ) June
  • Gray , H. L. , Atchison , T. A. and McWilliams , G. V. 1968 . “Generalized G-Transforms,” . Mathematics of Computation , 22 ( 103 ) July : 595 – 606 .
  • Gray , H. L. and Schucany , W. R. 1968 . “On the Evaluation of Distribution Functions,” . Journal of the American Statistical Association , 63 ( 322 ) June : 715 – 20 .
  • Gray , H. L. and Schucany , W. R. 1969 . “Some Limiting Cases of the G-Transformation,” . Mathematics of Computation , 23 ( 108 ) October : 849 – 60 .
  • Wynn , P. 1968 . “Upon the Definition of an Integral as the Limit of a Continued Fraction,” . Archives of Rational Mechanics and Analysis , 28 December : 83 – 147 .

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