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An approximation to the distribution of the sample variance
Author(s) -
Solomon Herbert,
Stephens Michael A.
Publication year - 1983
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314977
Subject(s) - variance (accounting) , mathematics , sample (material) , distribution (mathematics) , simple (philosophy) , statistics , moment (physics) , mathematical analysis , physics , economics , thermodynamics , classical mechanics , philosophy , accounting , epistemology
A simple three‐moment approximation is introduced for the distribution of the sample variance. Comparisons are given with other approximations discussed by Tan and Wong (1977) and with an approximation developed very recently by Mudholkar and Trivedi (1981).