- 著者
- Akahira Masafumi Torigoe Norio
- 出版者
- 日本統計学会
- 雑誌
- Journal of the Japan Statistical Society (ISSN:03895602)
- 巻号頁・発行日
- vol.28, no.1, pp.45-57, 1998
A new higher order approximation formula for a percentage point of thedistribution of the sample correlation coefficient is given up to the order O( n-1),using the Cornish-Fisher expansion for the statistic based on a linear combinationof a normal random variable and chi-random variables. The numerical comparisonof the formula with others shows that it dominates the others and gives almostprecise values in various cases even for the size n= 10 of sample.
- 著者
- Akahira Masafumi Sato Michikazu Torigoe Norio
- 出版者
- 日本統計学会
- 雑誌
- Journal of the Japan Statistical Society (ISSN:03895602)
- 巻号頁・発行日
- vol.25, no.1, pp.1-18, 1995
Recently a new approximation to a percentage point of non-centralt-distributions was proposed by Akahira [1]. In this paper the approximationformula is presented and the existence and uniqueness of a solution of theequation on the formula is proved. Numerical results are also given.