Approximate Percentage Points for the Distribution of a Product of Independent Positive Random Variables | Zendy

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Approximate Percentage Points for the Distribution of a Product of Independent Positive Random Variables

Author(s) -

Bache Niels

Publication year - 1979

Publication title -

journal of the royal statistical society: series c (applied statistics)

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.205

H-Index - 72

eISSN - 1467-9876

pISSN - 0035-9254

DOI - 10.2307/2346733

Subject(s) - mathematics , statistics , random variable , distribution (mathematics) , product (mathematics) , sum of normally distributed random variables , combinatorics , multivariate random variable , mathematical analysis , geometry

S ummary A general, but approximate, method based on the Cornish–Fisher expansion is suggested for determining the percentage points of the distribution of a product of independent positive random variables. The accuracy of the approximation is discussed for the case of percentage points for the product of N binomial parameters.

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