Approximation to the Distribution of the Difference of Two Weighted and Unweighted t-Variables
M.O. Ojo (1988). Approximation to the Distribution of the Difference of Two Weighted and Unweighted t-Variables. Journal of Statistical Research, Vol. 22, No. 1-2, pp. ??-??.
Abstract
An alternative to Ghosh's (1975) approximation to the distribution of the difference of weighted and and unweighted t-variables is proposed. It requires only tables of the normal distribution. The approximation compares well with that of Ghosh is the most accurate approximation known to date and is simpler to evaluate.
