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An Interpolatory Method of Approximating Distribution Functions with Applications to the Gamma and Related Variates

Rudy A. Gideon and John Gurland
Journal of the American Statistical Association
Vol. 66, No. 335 (Sep., 1971), pp. 577-582
DOI: 10.2307/2283532
Stable URL: http://www.jstor.org/stable/2283532
Page Count: 6
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An Interpolatory Method of Approximating Distribution Functions with Applications to the Gamma and Related Variates
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Abstract

A method of approximating distribution functions is presented which is based on a weighted sum of exponential functions. The method is quite general but attention is confined here to approximating the distribution function of gamma and related variates. As a limiting case of χ2, the normal distribution is also considered. Tables of constants are provided for applying the approximation procedure. It can be carried out on a computer or on a desk-type calculator. Among the attractive features of the technique is the fact that the constants involved in the approximating function can be obtained by simple interpolation.

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