New asymptotic representations of the noncentral $t$-distribution

Amparo Gil; Javier Segura; Nico M Temme

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arXiv · 2306.06681

New asymptotic representations of the noncentral $t$-distribution

Amparo Gil·Javier Segura·Nico M Temme

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Abstract

New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality parameter but also for large values of the degrees of freedom parameter. In some case we accept more than one large parameter. These results are in terms of elementary functions, but also in terms of the complementary error function and the incomplete gamma function. A number of numerical tests demonstrate the performance of the asymptotic approximations.

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Amparo Gil, Javier Segura, Nico M Temme. 2023-06-11. New asymptotic representations of the noncentral $t$-distribution. https://arxiv.org/abs/2306.06681

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