Author(s): Mohammed A. Shayib
Article publication date: 1991-12-01
Vol. 9 No. 3 (yearly), pp. 1-12.
146
Keywords
tail areas, statistics, approximation
Abstract
Andrews (1973) gave a general method for the approximation of tail areas in statistical problems. Gross and Hosmer (1978) extended the methodology of Andrews. Awad and Shayib (1986) contributed a wider generalization for approximating tail areas of distributions that were not addressed before. These works led to several formulas for approximating the tail area of a distribution. This article applies lour approximating formulas to the t, chi-square and F distributions. Numerical values of relative errors are given to compare the merits of the formulas. The results show that the methods considered here overestimate the tail areas. Moreover, the formula proposed by Awad and Shayib is the simplest to USC.