On the evaluation of quantiles of the $\Gamma$-distribution
Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 746-749
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Some asymptotic expansions of quantiles of the $\Gamma$-distribution based on the Cornish–Fisher expansions are considered. The table of correction of the Wilson–Hilferty transformation is given. This table enables us to evaluate the quantiles of the $\Gamma$-distribution for all values of parameter $m\ge25$ and probabilities $0.0001\le p\le0.9999$ with the accuracy not less than six significant figures.
@article{TVP_1965_10_4_a12,
author = {V. I. Pagurova},
title = {On the evaluation of quantiles of the $\Gamma$-distribution},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {746--749},
year = {1965},
volume = {10},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a12/}
}
V. I. Pagurova. On the evaluation of quantiles of the $\Gamma$-distribution. Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 746-749. http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a12/