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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.