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.

Keywords

Publication details

DOI
10.24200/squjs.vol6iss1pp81-87
Journal
Sultan Qaboos University Journal for Science, 6(1), 81
Publisher
Sultan Qaboos University
Open access
Gold open access
License
CC BY 4.0

Cite this article

APA 7

Al‐Saleh, M. F. (2001). Approximating the Tail Probability of the t-Distribution: A Bayesian Approach. Sultan Qaboos University Journal for Science, 6(1), 81. https://doi.org/10.24200/squjs.vol6iss1pp81-87

MLA 9

Al‐Saleh, Mohammad Fraiwan. "Approximating the Tail Probability of the t-Distribution: A Bayesian Approach." Sultan Qaboos University Journal for Science, vol. 6, no. 1, 2001, pp. 81. https://doi.org/10.24200/squjs.vol6iss1pp81-87.

Chicago (author–date)

Al‐Saleh, Mohammad Fraiwan. 2001. "Approximating the Tail Probability of the t-Distribution: A Bayesian Approach." Sultan Qaboos University Journal for Science 6 (1): 81. https://doi.org/10.24200/squjs.vol6iss1pp81-87.

Harvard

Al‐Saleh, M. F. (2001) 'Approximating the Tail Probability of the t-Distribution: A Bayesian Approach', Sultan Qaboos University Journal for Science, 6(1), pp. 81. doi:10.24200/squjs.vol6iss1pp81-87.

Vancouver

Al‐Saleh MF. Approximating the Tail Probability of the t-Distribution: A Bayesian Approach. Sultan Qaboos University Journal for Science. 2001;6(1):81. doi:10.24200/squjs.vol6iss1pp81-87

IEEE

M. F. Al‐Saleh, "Approximating the Tail Probability of the t-Distribution: A Bayesian Approach," Sultan Qaboos University Journal for Science, vol. 6, no. 1, pp. 81, 2001, doi: 10.24200/squjs.vol6iss1pp81-87.