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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1959 Volume 4, Issue 2, Pages 136–149 (Mi tvp4875)

This article is cited in 22 papers

On Transformations of Random Variables

L. N. Bol'shev

Moscow

Abstract: In the paper the relationship between asymptotically normal transformations of random variables and the Cornish-–Fisher expansion is established. This relationship enables asymptotically normal transformations to be constructed by a general method. Some generalizations of Wilson–Hilferty and Bartlett transformations may serve as examples. The percentage points of the $\chi^2$-distribution with n degrees of freedom, $n\geq80$, are given.
The last example is devoted to the construction of normal random numbers.

Received: 03.01.1959


 English version:
Theory of Probability and its Applications, 1959, 4:2, 129–141


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