Further approximate pearson percentage points and Cornish-Fisher
- 1 January 1979
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 8 (3) , 231-244
- https://doi.org/10.1080/03610917908812116
Abstract
A set of 19-point rational fraction approximants for Pearson distributions at levels a = 0.025, 0.25, 0.50, 0.75, and 0.975 is added to a previous study (Biometrika, 1979). The relation to a Cornish-Fisher expansion is discussed and advice proffered on interpolation for a new deviate or new level.Keywords
This publication has 6 references indexed in Scilit:
- Approximate percentage points for Pearson distributionsBiometrika, 1979
- Comparisons of the Percentage Points of Distributions with the Same First Four Moments, Chosen from Eight Different Systems of Frequency CurvesPublished by Defense Technical Information Center (DTIC) ,1978
- Exact formulas for additional terms in some 1mportant series expansionsCommunications in Statistics, 1973
- Lagrangian coefficients for interpolation between tabled percentage pointsBiometrika, 1968
- The Percentile Points of Distributions Having Known CumulantsTechnometrics, 1960
- INTERPOLATION FOR FRESH PROBABILITY LEVELS BETWEEN THE STANDARD TABLE LEVELS OF A FUNCTIONBiometrika, 1942