The Asymptotic Inversion of Certain Cumulative Distribution Functions

被引：3

作者：

Gil, Amparo ^{[1
]}

Segura, Javier ^{[2
]}

Temme, Nico ^{[3
]}

机构：

[1] Univ Cantabria, Dept Matemat Aplicada & Ciencias Comp, ETSI Caminos, Canales & Puertos, E-39005 Santander, Spain

[2] Univ Cantabria, Dept Matemat Estadist & Comp, E-39005 Santander, Spain

[3] CWI, NL-1090 GB Amsterdam, Netherlands

来源：

PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2008 | 2010年 / 15卷

关键词：

D O I：

10.1007/978-3-642-12110-4_11

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

The inversion of cumulative distribution functions is an important topic in statistics, probability theory and econometrics, in particular for computing percentage points of the distribution functions. The numerical inversion of these distributions needs accurate starting values, and for the standard distributions powerful asymptotic formulas can be used to obtain these values. It is explained how a uniform asymptotic expansions of a standard form representing several well-known distribution functions can be used for the asymptotic inversion of these functions. As an example we consider the inversion of the hyperbolic cumulative distribution function.

引用

页码：117 / +

页数：2

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