Accession Number:

ADA065738

Title:

A Gaussian Approximation to the Distribution of Sample Variance for Nonnormal Populations.

Descriptive Note:

Interim rept.,

Corporate Author:

ROCHESTER UNIV NY DEPT OF STATISTICS

Report Date:

1979-01-01

Pagination or Media Count:

16.0

Abstract:

A Gaussian approximation to the distribution of sample variance using Wilson-Hilferty approach is developed. It is studied for accuracy and compared with the well known approximations due to Box and Roy and Tiku by taking the exponential, the double exponential, the uniform, the product normal distributions as the parent populations. The Wilson-Hilferty approximation which can be used for probabilities as well as percentiles is seen to compare favorably with the other two approximations. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE