A normal approximation for beta and gamma tail probabilities

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1984 English Publisher:Springer Science and Business Media LLCJournal:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, volume 65, pages 399-420 (issn: 0044-3719, eissn: 1432-2064,

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Authors: Alfers, D.; Dinges, H.;

doi: 10.1007/bf00533744

A normal approximation for beta and gamma tail probabilities

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Abstract

Normal approximations are developed for the beta- and related distributions, using an approach similar to that of Peizer and Pratt (1968). No series expansions are involved, and the few elementary functions required can be easily computed on pocket calculators. In a numerical investigation the approximations compared very favorably with their competitors. Theoretical bounds for the error show that the precision is especially great in the extreme tails.

Related Organizations

Goethe University Frankfurt
Germany

Keywords

Asymptotic distribution theory in statistics, gamma tail probabilities, beta-distributions, normal approximations

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