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A higher order approximation to a percentage point of the distribution of a noncentral t-statistic without the normality assumption
https://nied-repo.bosai.go.jp/records/2923
https://nied-repo.bosai.go.jp/records/29238c93764c-959c-4500-92ed-39a7ce0ca0b5
| Item type | researchmap(1) | |||||||||||
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| 公開日 | 2023-03-30 | |||||||||||
| タイトル | ||||||||||||
| 言語 | en | |||||||||||
| タイトル | A higher order approximation to a percentage point of the distribution of a noncentral t-statistic without the normality assumption | |||||||||||
| 言語 | ||||||||||||
| 言語 | eng | |||||||||||
| 著者 |
Akahira, M.
× Akahira, M.
× Ohyauchi, N.
× Kawai, S.
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| 抄録 | ||||||||||||
| 内容記述タイプ | Other | |||||||||||
| 内容記述 | Noncentral distributions appear in two sample problems and are often used in several fields, for example, in biostatistics. A higher order approximation for a percentage point of the noncentral t-distribution under normality is given by Akahira (<xref rid="CIT0001" ref-type="bibr">1995</xref>) and is also shown to be numerically better than others. In this article, without the normality assumption, we obtain a higher order approximation to a percentage point of the distribution of a noncentral t-statistic, in a similar way to Akahira (<xref rid="CIT0001" ref-type="bibr">1995</xref>) where the statistic based on a linear combination of a normal random variable and a chi-statistic takes an important role. Its application to the confidence limit and the confidence interval for a noncentrality parameter are also given. Further, a numerical comparison of the higher order approximation with the limiting normal distribution is done and the former one is shown to be more accurate. As a result of the numerical calculation, the higher order approximation seems to be useful in practical situations, when the size of sample is not so small. | |||||||||||
| 言語 | en | |||||||||||
| 書誌情報 |
en : Commun. Statist. - Simulat. Comput., 巻 42, 号 9, p. 2086-2105, 発行日 2013-10 |
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| 出版者 | ||||||||||||
| 言語 | en | |||||||||||
| 出版者 | TAYLOR & FRANCIS INC | |||||||||||
| ISSN | ||||||||||||
| 収録物識別子タイプ | ISSN | |||||||||||
| 収録物識別子 | 0361-0918 | |||||||||||
| DOI | ||||||||||||
| 関連識別子 | 10.1080/03610918.2012.695841 | |||||||||||
