Approximating the Tail Probability of the t-Distribution: A Bayesian Approach

Authors

Mohammad Fraiwan Al-Saleh, Department of Mathematics and Statistics, College of Science, Sultan Qaboos University, P.O. Box 36, Al Khod 123, Muscat, Sultanate of Oman.

Abstract

A Bayesian technique is used to approximate the tail probability of the t-distribution. A set of upper and lower bounds are obtained for this probability. Based on their simplicity and accuracy, these bounds are very adequate to use. Some members of these bounds are compared to some existing approximations. The possibility of using this new procedure for some other distributions is explored.

Recommended Citation

Al-Saleh, Mohammad Fraiwan (2001) Approximating the Tail Probability of the t-Distribution: A Bayesian Approach, Sultan Qaboos University Journal For Science: Vol. 6: Iss. 1, 81-87.
DOI: https://doi.org/10.24200/squjs.vol6iss1pp81-87
Available at: https://squjs.squ.edu.om/squjs/vol6/iss1/1