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Original Articles

A modification of the Fisher-Cornish approximation for the student t percentiles

A modification of the Fisher-Cornish approximation

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Pages 1123-1132 | Published online: 27 Jun 2007

References

  • Fisher , R.A. and Cornish , E.A. 1960 . “The percentile points of distributions having known cumulants” . Technometrics , 2 : 209 – 255 .
  • Gentleman , W.M. and Jenkins , M.A. 1968 . “An approximation for Student t-distribution” . Biometrika , 55 : 571 – 572 .
  • Hill , G.W. and Davis , A.W. 1968 . “Generalized asymptotic expansion of Cornish-Fisher type” . Ann. Math. Statist , 39 : 1264 – 1273 .
  • Johnson , N.L. and Kotz , S. 1970 . Distributions in Statistics: Continuous Univariate Distributions , Vol. I , New York : John Wiley .
  • Kennedy , W.J. and Gentle , J.E. 1980 . Statistical Computing , New York : Marcel Dekker .
  • Koehler , K.J. 1983 . “A simple approximation for the percentiles of the t distribution” . Technometrics , 25 : 103 – 105 .
  • Ling , R.F. 1978 . “Accuracy of approximations for t, X2 and F probabilities” . Journal of Amer. Statist. Assoc , 73 : 274 – 283 .

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