JSTOR Daily

The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables, with Application to the AR(1) Model

Often neither the exact density nor the exact cumulative distribution function (c.d.f.) of a statistic of interest is available in the statistics and econometrics literature (e.g., the maximum ...
Risk

Sampling Student's T distribution – use of the inverse cumulative distribution function

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...
JSTOR Daily

A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models

This is a preview. Log in through your library . Abstract This paper derives an analytic closed-form formula for the cumulative distribution function (cdf) of the ...
Nature

Bibliometric indicators: the origin of their log-normal distribution and why they are not a reliable proxy for an individual scholar’s talent

The rich get richer or success breeds success effect, also called Matthew’s principle from the parable of the Talents in Matthiew 25:14-30), has been invoked many times in the sociology of science to ...
Simon Fraser University

Link Functions and the Corresponding Distributions

Three link functions are available in the LOGISTIC procedure. The logit function is the default. To specify a different link function, use the LINK= option in the MODEL statement. The link functions ...
Simon Fraser University

Tests for Normality

SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...