Approximate Percentiles For Ratios Of F-variates
The need for percentiles of ratios of independent F-variates arises in many types of appliestions. Some tabulated values are available mostly for equal or nearly equal degrees-of-freedom cases, but it is not possible to provide comprehensive tables for the numerous combinations of possible degrees-of-freedom and probability levels. A simple approximation for the percentiles based on the Cornish-Fisher expansion technique is provided which is adequate for larger degrees-of-freedom and a more complicated approximation is provided which is suitable for all cases. The accuracy of the approximation is shown over a wide range of typical cases. © 1982, Taylor & Francis Group, LLC. All rights reserved.
W. K. Shiue and L. J. Bain, "Approximate Percentiles For Ratios Of F-variates," Communications in Statistics - Theory and Methods, vol. 11, no. 16, pp. 1831 - 1838, Taylor and Francis Group; Taylor and Francis, Jan 1982.
The definitive version is available at https://doi.org/10.1080/03610928208828353
Mathematics and Statistics
Keywords and Phrases
Cornish-Fisher expansion; F-variates; ratios of
International Standard Serial Number (ISSN)
Article - Journal
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01 Jan 1982