论文标题

精制学生分布的正常近似值

Refined normal approximations for the Student distribution

论文作者

Ouimet, Frédéric

论文摘要

在本文中,我们为学生分布开发了局部限制定理。我们使用它来改善Shafiei&Saberali(2015)中给出的学生存活函数的正常近似,并在四个近似水平下得出相应最大误差的渐近界限。作为推论,根据标准正态分布的百分比,获得了学生分布百分比(或分位数)的近似值。

In this paper, we develop a local limit theorem for the Student distribution. We use it to improve the normal approximation of the Student survival function given in Shafiei & Saberali (2015) and to derive asymptotic bounds for the corresponding maximal errors at four levels of approximation. As a corollary, approximations for the percentage points (or quantiles) of the Student distribution are obtained in terms of the percentage points of the standard normal distribution.

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