A Gaussian Approximation to the Distribution of the Sample Variance for Nonnormal Populations
本文用Wilson-Hilferty方法开发了样本方差分布的Gaussian近似,并与三种已有近似在多种非正态分布下比较,结果表现良好,可用于概率和百分位数计算。
Abstract A Gaussian approximation to the distribution of the sample variance is developed using the Wilson-Hilferty (1931) approach. This approximation is compared with the well-known approximations due to Box (1953), Roy and Tiku (1962), and Tan and Wong (1977) by taking the exponential, Laplace, uniform, product normal, Weibull, lognormal, Tine, logistic, and various mixtures of normal distributions as parent populations. The Gaussian approximation, which can be used for probabilities as well as percentiles, compares favorably with the other three approximations.