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Approximating the Student's t-Tail Probability and Its Inverse

Published online by Cambridge University Press:  27 July 2009

Jinn-Tyan Lin
Jinn-Tyan Lin
Affiliation:
Department of Statistics Feng Chia University, Taichung, Taiwan, R. O. C.
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Abstract

This paper proposes a logistic approximation to the upper tail of the t distribution and its inverse that is more convenient and more accurate than those of Shah and Allen [3], and Koehler [1] and Lin [2], when measured in terms of the number of keystrokes and absolute relative errors, respectively.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 6 , Issue 1 , January 1992 , pp. 133 - 137
Copyright
Copyright © Cambridge University Press 1992

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References

Koehler, K.J. (1983). A simple approximation for the percentiles of the t distribution. Technometrics 25: 103–105.Google Scholar
Lin, J.-T. (1990). Alternative to Koehier's approximation for the percentiles of the t distributions. Probability in the Engineering and Informational Sciences 4: 537–539.Google Scholar
Shah, A.K., & Allen, R.D. (1988). Simpler approximations for the areas under the t distribution. Probability in the Engineering and Informational Sciences 2: 139–141.CrossRefGoogle Scholar